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); }