Example #1
0
 public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower) : this(NQuantLibcPINVOKE.new_BlackVarianceSurface__SWIG_2(Date.getCPtr(referenceDate), Calendar.getCPtr(cal), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter), (int)lower), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(_BlackVarianceSurface obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
Example #3
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(_BlackVarianceSurface obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }