Ejemplo n.º 1
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 public MCEuropeanBasketEngine(StochasticProcessArray process, string traits, uint timeSteps, uint timeStepsPerYear) : this(NQuantLibcPINVOKE.new_MCEuropeanBasketEngine__SWIG_6(StochasticProcessArray.getCPtr(process), traits, timeSteps, timeStepsPerYear), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 2
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 public MCEuropeanBasketEngine(StochasticProcessArray process, string traits, uint timeSteps, uint timeStepsPerYear, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed) : this(NQuantLibcPINVOKE.new_MCEuropeanBasketEngine__SWIG_0(StochasticProcessArray.getCPtr(process), traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 3
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 public MCEuropeanBasketEngine(StochasticProcessArray process, string traits, uint timeSteps, uint timeStepsPerYear, bool brownianBridge, bool antitheticVariate) : this(NQuantLibcPINVOKE.new_MCEuropeanBasketEngine__SWIG_4(StochasticProcessArray.getCPtr(process), traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCLDHimalayaEngine(StochasticProcessArray process) : this(NQuantLibcPINVOKE.new_MCLDHimalayaEngine__SWIG_6(StochasticProcessArray.getCPtr(process)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCPREuropeanBasketEngine(StochasticProcessArray process, int timeSteps) : this(NQuantLibcPINVOKE.new_MCPREuropeanBasketEngine__SWIG_7(StochasticProcessArray.getCPtr(process), timeSteps), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCLDHimalayaEngine(StochasticProcessArray process, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples) : this(NQuantLibcPINVOKE.new_MCLDHimalayaEngine__SWIG_1(StochasticProcessArray.getCPtr(process), brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCLDHimalayaEngine(StochasticProcessArray process, bool brownianBridge, bool antitheticVariate) : this(NQuantLibcPINVOKE.new_MCLDHimalayaEngine__SWIG_4(StochasticProcessArray.getCPtr(process), brownianBridge, antitheticVariate), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCPRAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, bool brownianBridge, bool antitheticVariate, int requiredSamples) : this(NQuantLibcPINVOKE.new_MCPRAmericanBasketEngine__SWIG_6(StochasticProcessArray.getCPtr(process), timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 9
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 public MCEverestEngine(StochasticProcessArray process, string traits) : this(NQuantLibcPINVOKE.new_MCEverestEngine__SWIG_8(StochasticProcessArray.getCPtr(process), traits), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCPRAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, uint nCalibrationSamples, uint polynomOrder) : this(NQuantLibcPINVOKE.new_MCPRAmericanBasketEngine__SWIG_1(StochasticProcessArray.getCPtr(process), timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed, nCalibrationSamples, polynomOrder), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCPRAmericanBasketEngine(StochasticProcessArray process) : this(NQuantLibcPINVOKE.new_MCPRAmericanBasketEngine__SWIG_11(StochasticProcessArray.getCPtr(process)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MCLDEuropeanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, bool brownianBridge) : this(NQuantLibcPINVOKE.new_MCLDEuropeanBasketEngine__SWIG_5(StochasticProcessArray.getCPtr(process), timeSteps, timeStepsPerYear, brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 13
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 public MCHimalayaEngine(StochasticProcessArray process, string traits, bool brownianBridge) : this(NQuantLibcPINVOKE.new_MCHimalayaEngine__SWIG_5(StochasticProcessArray.getCPtr(process), traits, brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Ejemplo n.º 14
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 public MCLDEverestEngine(StochasticProcessArray process, uint timeSteps, uint timeStepsPerYear, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance) : this(NQuantLibcPINVOKE.new_MCLDEverestEngine__SWIG_2(StochasticProcessArray.getCPtr(process), timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }