C# (CSharp) SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t Exemples

Exemple #1

 public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndexBase), SwapIndex.getCPtr(shortSwapIndexBase), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(optMethod)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #2

Fichier : SwaptionVolCube1.cs Projet : minikie/test

 public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndexBase), SwapIndex.getCPtr(shortSwapIndexBase), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(optMethod)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

Exemple #3

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

Exemple #4

Fichier : DoubleExponentialCalibration.cs Projet : vivekfe/EliteQuant_Excel

 public DoubleExponentialCalibration(DoubleVector t, DoubleVector blackVols, double sigmaGuess, double b1Guess, double b2Guess, double lambdaGuess, bool sigmaIsFixed, bool b1IsFixed, bool b2IsFixed, bool lambdaIsFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method) : this(NQuantLibcPINVOKE.new_DoubleExponentialCalibration__SWIG_0(DoubleVector.getCPtr(t), DoubleVector.getCPtr(blackVols), sigmaGuess, b1Guess, b2Guess, lambdaGuess, sigmaIsFixed, b1IsFixed, b2IsFixed, lambdaIsFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #5

Fichier : AbcdCalibration.cs Projet : vivekfe/EliteQuant_Excel

 public AbcdCalibration(DoubleVector t, DoubleVector blackVols, double aGuess, double bGuess, double cGuess, double dGuess, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method) : this(NQuantLibcPINVOKE.new_AbcdCalibration__SWIG_0(DoubleVector.getCPtr(t), DoubleVector.getCPtr(blackVols), aGuess, bGuess, cGuess, dGuess, aIsFixed, bIsFixed, cIsFixed, dIsFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Exemple #6

Fichier : SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.cs Projet : minikie/test

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