public Path(TimeGrid timeGrid) : this(NQuantLibcPINVOKE.new_Path__SWIG_1(TimeGrid.getCPtr(timeGrid)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public TreeSwaptionEngine(ShortRateModel model, TimeGrid grid) : this(NQuantLibcPINVOKE.new_TreeSwaptionEngine__SWIG_3(ShortRateModel.getCPtr(model), TimeGrid.getCPtr(grid)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_TreeSwaptionEngine__SWIG_2(ShortRateModel.getCPtr(model), TimeGrid.getCPtr(grid), YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public GaussianPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianRandomSequenceGenerator generator, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator__SWIG_1(StochasticProcess.getCPtr(arg0), TimeGrid.getCPtr(timeGrid), GaussianRandomSequenceGenerator.getCPtr(generator), brownianBridge), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BrownianBridge(TimeGrid timeGrid) : this(NQuantLibcPINVOKE.new_BrownianBridge__SWIG_2(TimeGrid.getCPtr(timeGrid)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Path(TimeGrid timeGrid, QlArray values) : this(NQuantLibcPINVOKE.new_Path__SWIG_0(TimeGrid.getCPtr(timeGrid), QlArray.getCPtr(values)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public InvCumulativeMersenneTwisterPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, InvCumulativeMersenneTwisterGaussianRsg generator, bool brownianBridge) : this(NQuantLibcPINVOKE.new_InvCumulativeMersenneTwisterPathGenerator__SWIG_1(StochasticProcess.getCPtr(arg0), TimeGrid.getCPtr(timeGrid), InvCumulativeMersenneTwisterGaussianRsg.getCPtr(generator), brownianBridge), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid) : this(NQuantLibcPINVOKE.new_PiecewiseTimeDependentHestonModel(YieldTermStructureHandle.getCPtr(riskFreeRate), YieldTermStructureHandle.getCPtr(dividendYield), QuoteHandle.getCPtr(s0), v0, Parameter.getCPtr(theta), Parameter.getCPtr(kappa), Parameter.getCPtr(sigma), Parameter.getCPtr(rho), TimeGrid.getCPtr(timeGrid)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
