Example #1
0
 public G2SwaptionEngine(G2 model, double range, uint intervals) : this(NQuantLibcPINVOKE.new_G2SwaptionEngine(G2.getCPtr(model), range, intervals), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public FdG2SwaptionEngine(G2 model, uint tGrid, uint xGrid, uint yGrid) : this(NQuantLibcPINVOKE.new_FdG2SwaptionEngine__SWIG_3(G2.getCPtr(model), tGrid, xGrid, yGrid), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public FdG2SwaptionEngine(G2 model) : this(NQuantLibcPINVOKE.new_FdG2SwaptionEngine__SWIG_6(G2.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public FdG2SwaptionEngine(G2 model, uint tGrid, uint xGrid, uint yGrid, uint dampingSteps, double invEps) : this(NQuantLibcPINVOKE.new_FdG2SwaptionEngine__SWIG_1(G2.getCPtr(model), tGrid, xGrid, yGrid, dampingSteps, invEps), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }