public LocalVolTermStructureHandle(LocalVolTermStructure arg0) : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_0(LocalVolTermStructure.getCPtr(arg0)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public HestonSLVProcess(HestonProcess hestonProcess, LocalVolTermStructure leverageFct) : this(NQuantLibcPINVOKE.new_HestonSLVProcess(HestonProcess.getCPtr(hestonProcess), LocalVolTermStructure.getCPtr(leverageFct)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params_) : this(NQuantLibcPINVOKE.new_HestonSLVFDMModel__SWIG_2(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), Date.getCPtr(endDate), HestonSLVFokkerPlanckFdmParams.getCPtr(params_)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 4
0
 public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate) : this(NQuantLibcPINVOKE.new_HestonSLVMCModel__SWIG_4(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), Date.getCPtr(endDate)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 5
0
 public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, uint timeStepsPerYear, uint nBins, uint calibrationPaths) : this(NQuantLibcPINVOKE.new_HestonSLVMCModel__SWIG_1(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), Date.getCPtr(endDate), timeStepsPerYear, nBins, calibrationPaths), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 6
0
 public void linkTo(LocalVolTermStructure arg0)
 {
     NQuantLibcPINVOKE.RelinkableLocalVolTermStructureHandle_linkTo(swigCPtr, LocalVolTermStructure.getCPtr(arg0));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
        public LocalVolTermStructure __deref__()
        {
            LocalVolTermStructure ret = new LocalVolTermStructure(NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
        public LocalVolTermStructure __deref__()
        {
            global::System.IntPtr cPtr = NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr);
            LocalVolTermStructure ret  = (cPtr == global::System.IntPtr.Zero) ? null : new LocalVolTermStructure(cPtr, true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
        public LocalVolTermStructure localVol()
        {
            global::System.IntPtr cPtr = NQuantLibcPINVOKE.HestonSLVFDMModel_localVol(swigCPtr);
            LocalVolTermStructure ret  = (cPtr == global::System.IntPtr.Zero) ? null : new LocalVolTermStructure(cPtr, true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Ejemplo n.º 10
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(LocalVolTermStructure obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
 public FdHestonDoubleBarrierEngine(HestonModel model, uint tGrid, uint xGrid, uint vGrid, uint dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct) : this(NQuantLibcPINVOKE.new_FdHestonDoubleBarrierEngine__SWIG_0(HestonModel.getCPtr(model), tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), LocalVolTermStructure.getCPtr(leverageFct)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 12
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(LocalVolTermStructure obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }
Ejemplo n.º 13
0
 public LocalVolTermStructure __deref__() {
   LocalVolTermStructure ret = new LocalVolTermStructure(NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }
Ejemplo n.º 14
0
 public LocalVolTermStructureHandle(LocalVolTermStructure arg0) : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_0(LocalVolTermStructure.getCPtr(arg0)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }
 public void linkTo(LocalVolTermStructure arg0) {
   NQuantLibcPINVOKE.RelinkableLocalVolTermStructureHandle_linkTo(swigCPtr, LocalVolTermStructure.getCPtr(arg0));
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }