C# (CSharp) OneFactorAffineModel Exemples

Exemple #1

 public AnalyticCapFloorEngine(OneFactorAffineModel model) : this(NQuantLibcPINVOKE.new_AnalyticCapFloorEngine__SWIG_1(OneFactorAffineModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #2

Fichier : JamshidianSwaptionEngine.cs Projet : andrew-stakiwicz-r3/financial_derivatives_demo

 public JamshidianSwaptionEngine(OneFactorAffineModel model) : this(NQuantLibcPINVOKE.new_JamshidianSwaptionEngine__SWIG_1(OneFactorAffineModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #3

 public AnalyticCapFloorEngine(OneFactorAffineModel model, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_AnalyticCapFloorEngine__SWIG_0(OneFactorAffineModel.getCPtr(model), YieldTermStructureHandle.getCPtr(termStructure)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #4

Fichier : OneFactorAffineModel.cs Projet : andrew-stakiwicz-r3/financial_derivatives_demo

 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(OneFactorAffineModel obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }