public double calculate(double c_inf, SWIGTYPE_p_boost__functionT_double_fdoubleF_t f)
            {
                double ret = NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_calculate__SWIG_1(swigCPtr, c_inf, SWIGTYPE_p_boost__functionT_double_fdoubleF_t.getCPtr(f));

                if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
                {
                    throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
                }
                return(ret);
            }
Ejemplo n.º 2
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 public ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, SWIGTYPE_p_boost__functionT_double_fdoubleF_t b) : this(NQuantLibcPINVOKE.new_ExtendedOrnsteinUhlenbeckProcess__SWIG_2(speed, sigma, x0, SWIGTYPE_p_boost__functionT_double_fdoubleF_t.getCPtr(b)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 3
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SWIGTYPE_p_boost__functionT_double_fdoubleF_t obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }