C# (CSharp) DefaultProbabilityTermStructure Examples

Example #1

File: DefaultProbabilityTermStructureHandle.cs Project: liujiamingustc/nquantlib64

 public DefaultProbabilityTermStructureHandle(DefaultProbabilityTermStructure arg0) : this(NQuantLibcPINVOKE.new_DefaultProbabilityTermStructureHandle__SWIG_0(DefaultProbabilityTermStructure.getCPtr(arg0)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Example #2

 public void linkTo(DefaultProbabilityTermStructure arg0)
 {
     NQuantLibcPINVOKE.RelinkableDefaultProbabilityTermStructureHandle_linkTo(swigCPtr, DefaultProbabilityTermStructure.getCPtr(arg0));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Example #3

File: DefaultProbabilityTermStructureHandle.cs Project: liujiamingustc/nquantlib64

        public DefaultProbabilityTermStructure __deref__()
        {
            DefaultProbabilityTermStructure ret = new DefaultProbabilityTermStructure(NQuantLibcPINVOKE.DefaultProbabilityTermStructureHandle___deref__(swigCPtr), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }

Example #4

File: DefaultProbabilityTermStructureHandle.cs Project: andrew-stakiwicz-r3/financial_derivatives_demo

        public DefaultProbabilityTermStructure __deref__()
        {
            global::System.IntPtr           cPtr = NQuantLibcPINVOKE.DefaultProbabilityTermStructureHandle___deref__(swigCPtr);
            DefaultProbabilityTermStructure ret  = (cPtr == global::System.IntPtr.Zero) ? null : new DefaultProbabilityTermStructure(cPtr, true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }

Example #5

File: DefaultProbabilityTermStructure.cs Project: minikie/test

 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DefaultProbabilityTermStructure obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }

Example #6

File: DefaultProbabilityTermStructure.cs Project: andrew-stakiwicz-r3/financial_derivatives_demo

 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DefaultProbabilityTermStructure obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }

Example #7

 public IsdaCdsEngine(DefaultProbabilityTermStructure creditCurve, double recoveryRate, YieldTermStructure discountCurve)
     : base(new QlIsdaCdsEngine(creditCurve.GetHandle(), recoveryRate, discountCurve.GetHandle()))
 {
 }

Example #8

File: DefaultProbabilityTermStructureHandle.cs Project: minikie/test

 public DefaultProbabilityTermStructure __deref__() {
   DefaultProbabilityTermStructure ret = new DefaultProbabilityTermStructure(NQuantLibcPINVOKE.DefaultProbabilityTermStructureHandle___deref__(swigCPtr), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }

Example #9

File: DefaultProbabilityTermStructureHandle.cs Project: minikie/test

 public DefaultProbabilityTermStructureHandle(DefaultProbabilityTermStructure arg0) : this(NQuantLibcPINVOKE.new_DefaultProbabilityTermStructureHandle__SWIG_0(DefaultProbabilityTermStructure.getCPtr(arg0)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

Example #10

File: RelinkableDefaultProbabilityTermStructureHandle.cs Project: minikie/test

 public void linkTo(DefaultProbabilityTermStructure arg0) {
   NQuantLibcPINVOKE.RelinkableDefaultProbabilityTermStructureHandle_linkTo(swigCPtr, DefaultProbabilityTermStructure.getCPtr(arg0));
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }