public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, OptimizationMethod optMethod) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndex), SwapIndex.getCPtr(shortSwapIndex), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance, OptimizationMethod.getCPtr(optMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_23(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(double rate, SwapIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_25(rate, SwapIndex.getCPtr(index)), 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, uint yGridPoints, double yStdDevs, uint gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints, digitalGap, marketRateAccuracy, lowerRateBound, upperRateBound, adjustments, DoubleVector.getCPtr(smileMoneyCheckpoints)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_22(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index) : this(NQuantLibcPINVOKE.new_CmsCoupon__SWIG_6(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, SwapIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, uint fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_CappedFlooredCmsCoupon__SWIG_1(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, SwapIndex.getCPtr(index), gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd), DayCounter.getCPtr(dayCounter)), 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 CmsRateBond(uint settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) : this(NQuantLibcPINVOKE.new_CmsRateBond__SWIG_3(settlementDays, faceAmount, Schedule.getCPtr(schedule), SwapIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
{
Leg ret = new Leg(NQuantLibcPINVOKE.CmsZeroLeg__SWIG_7(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), SwapIndex.getCPtr(index)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, string typeStr)
{
BlackCalibrationHelperVector ret = new BlackCalibrationHelperVector(NQuantLibcPINVOKE.FloatFloatSwaption_calibrationBasket(swigCPtr, SwapIndex.getCPtr(swapIndex), SwaptionVolatilityStructure.getCPtr(swaptionVolatility), typeStr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
{
Leg ret = new Leg(NQuantLibcPINVOKE.CmsZeroLeg__SWIG_5(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), SwapIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
{
Leg ret = new Leg(NQuantLibcPINVOKE.CmsZeroLeg__SWIG_1(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), SwapIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, UnsignedIntVector.getCPtr(fixingDays), DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, uint yGridPoints, double yStdDevs, uint gaussHermitePoints, double digitalGap) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_5(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints, digitalGap), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_3(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndex), SwapIndex.getCPtr(shortSwapIndex), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, bool vegaWeightedSmileFit) : this(NQuantLibcPINVOKE.new_SwaptionVolCube2(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndexBase), SwapIndex.getCPtr(shortSwapIndexBase), vegaWeightedSmileFit), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) : this(NQuantLibcPINVOKE.new_CmsCoupon__SWIG_2(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, SwapIndex.getCPtr(index), gearing, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_14(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), (int)pillar, Date.getCPtr(customPillarDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapSpreadIndex(string familyName, SwapIndex swapIndex1, SwapIndex swapIndex2) : this(NQuantLibcPINVOKE.new_SwapSpreadIndex__SWIG_2(familyName, SwapIndex.getCPtr(swapIndex1), SwapIndex.getCPtr(swapIndex2)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_18(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, uint fixingDays, SwapIndex index, double gearing, double spread) : this(NQuantLibcPINVOKE.new_CappedFlooredCmsCoupon__SWIG_6(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, SwapIndex.getCPtr(index), gearing, spread), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx)
{
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_0(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y, SwapIndex.getCPtr(swapIdx));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}