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//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 3.0.12
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------
namespace QuantLib {
public class VannaVolgaBarrierEngine : PricingEngine {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal VannaVolgaBarrierEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.VannaVolgaBarrierEngine_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(VannaVolgaBarrierEngine obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~VannaVolgaBarrierEngine() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_VannaVolgaBarrierEngine(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, bool adaptVanDelta, double bsPriceWithSmile) : this(NQuantLibcPINVOKE.new_VannaVolgaBarrierEngine__SWIG_0(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS), adaptVanDelta, bsPriceWithSmile), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, bool adaptVanDelta) : this(NQuantLibcPINVOKE.new_VannaVolgaBarrierEngine__SWIG_1(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS), adaptVanDelta), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS) : this(NQuantLibcPINVOKE.new_VannaVolgaBarrierEngine__SWIG_2(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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