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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
Copyright (C) 2019 Matthias Lungwitz
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_tuple_i
#define quantlib_tuple_i
%include common.i
namespace std {
template <typename T1=void, typename T2=void, typename T3=void>
struct tuple;
template <>
struct tuple<void,void,void> {
};
template <typename T1>
struct tuple<T1, void, void> {
tuple(T1);
%extend {
T1 first() const {
return std::get<0>(*$self);
}
}
};
template <typename T1, typename T2>
struct tuple <T1, T2, void> {
tuple(T1,T2);
%extend {
T1 first() const {
return std::get<0>(*$self);
}
T2 second() const {
return std::get<1>(*$self);
}
}
};
template <typename T1, typename T2, typename T3>
struct tuple <T1,T2,T3> {
tuple(T1,T2,T3);
%extend {
T1 first() const {
return std::get<0>(*$self);
}
T2 second() const {
return std::get<1>(*$self);
}
T3 third() const {
return std::get<2>(*$self);
}
}
};
}
#endif
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