public Gaussian1dSwaptionEngine(Gaussian1dModel model) : this(NQuantLibcPINVOKE.new_Gaussian1dSwaptionEngine__SWIG_5(Gaussian1dModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs) : this(NQuantLibcPINVOKE.new_Gaussian1dSwaptionEngine__SWIG_3(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation) : this(NQuantLibcPINVOKE.new_Gaussian1dSwaptionEngine__SWIG_1(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_Gaussian1dSwaptionEngine__SWIG_0(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, YieldTermStructureHandle.getCPtr(discountCurve)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Beispiel #5
0
 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();
     }
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Gaussian1dModel obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }