public DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i) : this(NQuantLibcPINVOKE.new_DiscountCurve__SWIG_0(DateVector.getCPtr(dates), DoubleVector.getCPtr(discounts), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), LogLinear.getCPtr(i)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Example #2
0
 public PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, LogLinear i) : this(NQuantLibcPINVOKE.new_PiecewiseLogLinearDiscount__SWIG_5(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy, LogLinear.getCPtr(i)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Example #3
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 public LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding) : this(NQuantLibcPINVOKE.new_LogLinearZeroCurve__SWIG_1(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), LogLinear.getCPtr(i), (int)compounding), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }