Exemple #1
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 public SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc) : this(NQuantLibcPINVOKE.new_SplineCubicInterpolatedSmileSection__SWIG_7(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, SplineCubic.getCPtr(interpolator), DayCounter.getCPtr(dc)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #2
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 public SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator) : this(NQuantLibcPINVOKE.new_SplineCubicInterpolatedSmileSection__SWIG_3(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), SplineCubic.getCPtr(interpolator)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #3
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 public SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_SplineCubicInterpolatedSmileSection__SWIG_0(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), SplineCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type, shift), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #4
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 public SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate) : this(NQuantLibcPINVOKE.new_SplineCubicInterpolatedSmileSection__SWIG_18(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), SplineCubic.getCPtr(interpolator), Date.getCPtr(referenceDate)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #5
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 public SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type) : this(NQuantLibcPINVOKE.new_SplineCubicInterpolatedSmileSection__SWIG_11(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), SplineCubic.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SplineCubic obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }