internal static global::System.Runtime.InteropServices.HandleRef getCPtr(LocalVolTermStructureHandle obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(LocalVolTermStructureHandle obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
Example #3
0
 public GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS) : this(NQuantLibcPINVOKE.new_GeneralizedBlackScholesProcess__SWIG_1(QuoteHandle.getCPtr(x0), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(blackVolTS), LocalVolTermStructureHandle.getCPtr(localVolTS)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }