Why does CLR create new class for anonymous method

Question

I am using anonymous functions in my projects no less. And till know I was thinking that, C# compiler generates just a method using the code used for the anonymous method in the same class. But, after decompiling this code in IL, I saw that CLR created a new class.

public class Comparer
{
    public delegate int Greater(int a, int b);

    public int Great(Greater greater, int a, int b)
    {
        return greater(a, b);
    }
}

static void Main(string[] args)
{
    int valueOfA = 11,
        valueOfB = 23,
        valueOfC = 42;

    Comparer comparer = new Comparer();

    Console.WriteLine("The greater is \t:{0}",
        comparer.Great(delegate(int a, int b)
        {
            int[] numbers = new int[] { a, b, valueOfC };
            return Math.Max(Math.Max(a, b), valueOfC);
        },
        valueOfA, valueOfB));
}

Here is decompiled IL code of the Main method:

.method private hidebysig static void  Main(string[] args) cil managed
{
  .entrypoint
  // Code size       65 (0x41)
  .maxstack  5
  .locals init ([0] int32 valueOfA,
           [1] int32 valueOfB,
           [2] class Ch04.Comparer comparer,
           [3] class Ch04.Program/'<>c__DisplayClass1' 'CS$<>8__locals2') // Here it is    
   ...
}

Answer 1

If there is nothing to capture it C# compiler will create private method in the class, if you have variables in closure - inner class will be created.

Covered in details in Chapter 12 - Delegates and Lambda Expressions

int local = 42;
...Where(value => {return true;})... // private method
...Where(value => { return value == local;})... // class