Exemple #1
0
 public KlugeExtOUProcess(double rho, ExtOUWithJumpsProcess kluge, ExtendedOrnsteinUhlenbeckProcess extOU) : this(NQuantLibcPINVOKE.new_KlugeExtOUProcess(rho, ExtOUWithJumpsProcess.getCPtr(kluge), ExtendedOrnsteinUhlenbeckProcess.getCPtr(extOU)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public ExtOUWithJumpsProcess(ExtendedOrnsteinUhlenbeckProcess process, double Y0, double beta, double jumpIntensity, double eta) : this(NQuantLibcPINVOKE.new_ExtOUWithJumpsProcess(ExtendedOrnsteinUhlenbeckProcess.getCPtr(process), Y0, beta, jumpIntensity, eta), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #3
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 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ExtendedOrnsteinUhlenbeckProcess obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }