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Viewing changes to CSharp/csharp/CdsHelper.cs

  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2009-12-03 17:01:53 UTC
  • mfrom: (1.1.9 upstream) (2.1.6 sid)
  • Revision ID: james.westby@ubuntu.com-20091203170153-x5yrwybjsl2q11vw
* New upstream release

* debian/control: Updated Standards-Version: to current value

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CSharp/csharp/CdsHelper.cs
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/* ----------------------------------------------------------------------------
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 * This file was automatically generated by SWIG (http://www.swig.org).
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 * Version 1.3.36
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 *
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 * Do not make changes to this file unless you know what you are doing--modify
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 * the SWIG interface file instead.
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 * ----------------------------------------------------------------------------- */
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namespace QuantLib {
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using System;
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using System.Runtime.InteropServices;
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public class CdsHelper : DefaultProbabilityHelper {
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  private HandleRef swigCPtr;
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  internal CdsHelper(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.CdsHelperUpcast(cPtr), cMemoryOwn) {
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    swigCPtr = new HandleRef(this, cPtr);
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  }
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  internal static HandleRef getCPtr(CdsHelper obj) {
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    return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
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  }
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  ~CdsHelper() {
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    Dispose();
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  }
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  public override void Dispose() {
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    lock(this) {
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      if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
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        swigCMemOwn = false;
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        NQuantLibcPINVOKE.delete_CdsHelper(swigCPtr);
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      }
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      swigCPtr = new HandleRef(null, IntPtr.Zero);
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      GC.SuppressFinalize(this);
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      base.Dispose();
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    }
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  }
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  public CdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual, bool paysAtDefaultTime) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_0(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual, paysAtDefaultTime), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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  public CdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_1(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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  public CdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_2(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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  public CdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual, bool paysAtDefaultTime) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_3(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual, paysAtDefaultTime), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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  public CdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_4(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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  public CdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_CdsHelper__SWIG_5(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
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    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
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  }
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}
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}