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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 Vasicek : ShortRateModel {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal Vasicek(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Vasicek_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Vasicek obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~Vasicek() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Vasicek(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public Vasicek(double r0, double a, double b, double sigma, double lambda) : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_0(r0, a, b, sigma, lambda), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Vasicek(double r0, double a, double b, double sigma) : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_1(r0, a, b, sigma), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Vasicek(double r0, double a, double b) : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_2(r0, a, b), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Vasicek(double r0, double a) : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_3(r0, a), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Vasicek(double r0) : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_4(r0), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Vasicek() : this(NQuantLibcPINVOKE.new_Vasicek__SWIG_5(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double discount(double t) {
double ret = NQuantLibcPINVOKE.Vasicek_discount(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double discountBond(double now, double maturity, double rate) {
double ret = NQuantLibcPINVOKE.Vasicek_discountBond(swigCPtr, now, maturity, rate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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