//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 4.0.1
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------

namespace QuantLib {

public class Gaussian1dFloatFloatSwaptionEngine : PricingEngine {
  private global::System.Runtime.InteropServices.HandleRef swigCPtr;
  private bool swigCMemOwnDerived;

  internal Gaussian1dFloatFloatSwaptionEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Gaussian1dFloatFloatSwaptionEngine_SWIGSmartPtrUpcast(cPtr), true) {
    swigCMemOwnDerived = cMemoryOwn;
    swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
  }

  internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Gaussian1dFloatFloatSwaptionEngine obj) {
    return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
  }

  protected override void Dispose(bool disposing) {
    lock(this) {
      if (swigCPtr.Handle != global::System.IntPtr.Zero) {
        if (swigCMemOwnDerived) {
          swigCMemOwnDerived = false;
          NQuantLibcPINVOKE.delete_Gaussian1dFloatFloatSwaptionEngine(swigCPtr);
        }
        swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
      }
      base.Dispose(disposing);
    }
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, bool includeTodaysExercise, Gaussian1dFloatFloatSwaptionEngine.Probabilities probabilities) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_0(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve), includeTodaysExercise, (int)probabilities), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, bool includeTodaysExercise) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_1(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve), includeTodaysExercise), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_2(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_3(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_4(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_5(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_6(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_7(Gaussian1dModel.getCPtr(model), integrationPoints), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_8(Gaussian1dModel.getCPtr(model)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public enum Probabilities {
    None,
    Naive,
    Digital
  }

}

}
