C# (CSharp) HestonModelHandle Examples

Example #1

 public HestonBlackVolSurface(HestonModelHandle hestonModel) : this(NQuantLibcPINVOKE.new_HestonBlackVolSurface__SWIG_2(HestonModelHandle.getCPtr(hestonModel)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Example #2

 public HestonBlackVolSurface(HestonModelHandle hestonModel, AnalyticHestonEngine.ComplexLogFormula cpxLogFormula) : this(NQuantLibcPINVOKE.new_HestonBlackVolSurface__SWIG_1(HestonModelHandle.getCPtr(hestonModel), (int)cpxLogFormula), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Example #3

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

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