public static string RiskEngineNew_CalcZcbRiskMultipleTimes(string baseHandle, string riskEngineHandle, int times)
{
RiskEngineFunctions.RiskEngineNew_CalcZcbRisk(baseHandle, riskEngineHandle, times);
return(baseHandle);
}
public static string RiskOutput_StoreFromRiskOutputContainer(string baseHandle, string riskOutputContainerHandle, string tenor)
{
RiskEngineFunctions.RiskOutput_StoreFromRiskOutputContainer(baseHandle, riskOutputContainerHandle, tenor);
return(baseHandle);
}
public static object[,] RiskOutput_Get(string baseHandle)
{
return(RiskEngineFunctions.ZcbRiskOutput_Get(baseHandle));
}
public static string RiskEngineNew_StoreZcbRisk(string baseHandle, string riskEngineHandle)
{
RiskEngineFunctions.RiskEngineNew_StoreZcbRisk(baseHandle, riskEngineHandle);
return(baseHandle);
}
public static string RiskEngine_Make(string baseHandle, string portfolioHandle, string jacobianHandle, bool useAd)
{
RiskEngineFunctions.RiskEngineNew_Make(baseHandle, portfolioHandle, jacobianHandle, useAd);
return(baseHandle);
}
public static string RiskEngine_RiskJacobian_Make(string baseHandle, string linearRateModelHandle, DateTime asOf, object[] calibSetHandles, object[] curveTenors, bool useAd)
{
RiskEngineFunctions.RiskJacobian_Make(baseHandle, linearRateModelHandle, asOf, calibSetHandles.Cast <string>().ToArray(), curveTenors.Cast <string>().ToArray(), useAd);
return(baseHandle);
}
public static string Portfolio_Make(string baseHandle, object[] linearRateProductHandles)
{
RiskEngineFunctions.Portfolio_Make(baseHandle, linearRateProductHandles.Cast <string>().ToArray());
return(baseHandle);
}
public static string CalibrationInstrumentSet_Make(string baseHandle, object[] linearRateProductHandles, string curveTenor)
{
RiskEngineFunctions.CalibrationInstrumentSet_Make(baseHandle, linearRateProductHandles.Cast <string>().ToArray(), curveTenor);
return(baseHandle);
}
