public void SetRange(int index, DateVector values)
{
NQuantLibcPINVOKE.DateVector_SetRange(swigCPtr, index, DateVector.getCPtr(values));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void addFixings(DateVector fixingDates, DoubleVector fixings, bool forceOverwrite)
{
NQuantLibcPINVOKE.Index_addFixings__SWIG_0(swigCPtr, DateVector.getCPtr(fixingDates), DoubleVector.getCPtr(fixings), forceOverwrite);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void addFixings(DateVector fixingDates, DoubleVector fixings)
{
NQuantLibcPINVOKE.Index_addFixings(swigCPtr, DateVector.getCPtr(fixingDates), DoubleVector.getCPtr(fixings));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IntervalPriceTimeSeries(DateVector d, IntervalPriceVector v) : this(NQuantLibcPINVOKE.new_IntervalPriceTimeSeries__SWIG_1(DateVector.getCPtr(d), IntervalPriceVector.getCPtr(v)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy) : this(NQuantLibcPINVOKE.new_PiecewiseLogLinearDiscount__SWIG_1(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, MonotonicLogCubic i) : this(NQuantLibcPINVOKE.new_PiecewiseLogCubicDiscount__SWIG_5(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy, MonotonicLogCubic.getCPtr(i)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_LogCubicZeroCurve__SWIG_4(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, uint pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DiscreteAveragingAsianOption((int)averageType, runningAccumulator, pastFixings, DateVector.getCPtr(fixingDates), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HimalayaOption(DateVector fixingDates, double strike) : this(NQuantLibcPINVOKE.new_HimalayaOption(DateVector.getCPtr(fixingDates), strike), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_3(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), OptionletVolatilityStructureHandle.getCPtr(capletVol), DateVector.getCPtr(capletExpiries), IborIndex.getCPtr(iborIndex)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public static IntervalPriceTimeSeries makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low)
{
IntervalPriceTimeSeries ret = new IntervalPriceTimeSeries(NQuantLibcPINVOKE.IntervalPrice_makeSeries(DateVector.getCPtr(d), DoubleVector.getCPtr(open), DoubleVector.getCPtr(close), DoubleVector.getCPtr(high), DoubleVector.getCPtr(low)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) : this(NQuantLibcPINVOKE.new_DividendVanillaOption(Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BermudanExercise(DateVector dates) : this(NQuantLibcPINVOKE.new_BermudanExercise__SWIG_1(DateVector.getCPtr(dates)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar) : this(NQuantLibcPINVOKE.new_ForwardFlatZeroCurve__SWIG_3(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, ForwardFlat i, Compounding compounding, Frequency frequency) : this(NQuantLibcPINVOKE.new_ForwardFlatZeroCurve__SWIG_0(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), ForwardFlat.getCPtr(i), (int)compounding, (int)frequency), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DateVector(DateVector other) : this(NQuantLibcPINVOKE.new_DateVector__SWIG_1(DateVector.getCPtr(other)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_6(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Schedule(DateVector arg0, Calendar calendar, BusinessDayConvention rollingConvention) : this(NQuantLibcPINVOKE.new_Schedule__SWIG_0(DateVector.getCPtr(arg0), Calendar.getCPtr(calendar), (int)rollingConvention), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates) : this(NQuantLibcPINVOKE.new_PiecewiseCubicZero__SWIG_7(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_2(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar) : this(NQuantLibcPINVOKE.new_DiscountCurve__SWIG_1(DateVector.getCPtr(dates), DoubleVector.getCPtr(discounts), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc) : this(NQuantLibcPINVOKE.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_1(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandleVector.getCPtr(spreadHandles), DateVector.getCPtr(dates), (int)comp, (int)freq, DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding) : this(NQuantLibcPINVOKE.new_CubicZeroCurve__SWIG_1(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), Cubic.getCPtr(i), (int)compounding), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i) : this(NQuantLibcPINVOKE.new_LogCubicZeroCurve__SWIG_2(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), DefaultLogCubic.getCPtr(i)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar, BackwardFlat i) : this(NQuantLibcPINVOKE.new_HazardRateCurve__SWIG_0(DateVector.getCPtr(dates), DoubleVector.getCPtr(hazardRates), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), BackwardFlat.getCPtr(i)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates) : this(NQuantLibcPINVOKE.new_SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandleVector.getCPtr(spreadHandles), DateVector.getCPtr(dates)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_HazardRateCurve__SWIG_2(DateVector.getCPtr(dates), DoubleVector.getCPtr(hazardRates), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public RealTimeSeries(DateVector d, DoubleVector v) : this(NQuantLibcPINVOKE.new_RealTimeSeries__SWIG_1(DateVector.getCPtr(d), DoubleVector.getCPtr(v)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackVarianceSurface__SWIG_3(Date.getCPtr(referenceDate), Calendar.getCPtr(cal), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}