public static object _CreateEquityModel(string objectName,
object[,] discountCurve,
object[,] shares,
object[,] spotPrices,
object[,] volatilities,
object[,] divYields,
object[,] correlations,
object[,] rateForecastCurves)
{
try
{
var _discountCurve = XU.GetObject0D <IDiscountingSource>(discountCurve, "discountCurve");
var _shares = XU.GetSpecialType1D <Share>(shares, "shares");
var _spotPrices = XU.GetDouble1D(spotPrices, "spotPrices");
var _volatilities = XU.GetDouble1D(volatilities, "volatilities");
var _divYields = XU.GetDouble1D(divYields, "divYields");
var _correlations = XU.GetDouble2D(correlations, "correlations");
var _rateForecastCurves = XU.GetObject1D <IFloatingRateSource>(rateForecastCurves, "rateForecastCurves");
var _result = XLEquities.CreateEquityModel(_discountCurve, _shares, _spotPrices, _volatilities,
_divYields, _correlations, _rateForecastCurves);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _CreateEquityCall(string objectName,
object[,] share,
object[,] exerciseDate,
object[,] strike)
{
try
{
var _share = XU.GetSpecialType0D <Share>(share, "share");
var _exerciseDate = XU.GetDate0D(exerciseDate, "exerciseDate");
var _strike = XU.GetDouble0D(strike, "strike");
var _result = XLEquities.CreateEquityCall(_share, _exerciseDate, _strike);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
