Exemple #1
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 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 #2
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 public AnalyticCapFloorEngine(OneFactorAffineModel model) : this(NQuantLibcPINVOKE.new_AnalyticCapFloorEngine__SWIG_1(OneFactorAffineModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public JamshidianSwaptionEngine(OneFactorAffineModel model) : this(NQuantLibcPINVOKE.new_JamshidianSwaptionEngine__SWIG_1(OneFactorAffineModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }