public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
 {
     NQuantLibcPINVOKE.ShortRateModelHandle_calibrate__SWIG_3(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 2
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 public virtual void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
 {
     NQuantLibcPINVOKE.CalibratedModel_calibrate__SWIG_0(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights), BoolVector.getCPtr(fixParameters));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
 {
     NQuantLibcPINVOKE.ShortRateModelHandle_calibrate__SWIG_1(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public void SetRange(int index, CalibrationHelperVector values)
 {
     NQuantLibcPINVOKE.CalibrationHelperVector_SetRange(swigCPtr, index, CalibrationHelperVector.getCPtr(values));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 5
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 public virtual void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
 {
     NQuantLibcPINVOKE.CalibratedModel_calibrate__SWIG_2(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2), Constraint.getCPtr(constraint));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 6
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 public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
 {
     NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_1(swigCPtr, CalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 7
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 public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria)
 {
     NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_3(swigCPtr, CalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 8
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 public void calibrateVolatilitiesIterative(CalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria)
 {
     NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_2(swigCPtr, CalibrationHelperVector.getCPtr(helpers), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 9
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 public void calibrateVolatilitiesIterative(CalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
 {
     NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_0(swigCPtr, CalibrationHelperVector.getCPtr(helpers), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria)
 {
     NQuantLibcPINVOKE.Gsr_calibrate__SWIG_3(swigCPtr, CalibrationHelperVector.getCPtr(instruments), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
 {
     NQuantLibcPINVOKE.Gsr_calibrate__SWIG_0(swigCPtr, CalibrationHelperVector.getCPtr(instruments), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights), BoolVector.getCPtr(fixParameters));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 12
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        public double value(QlArray arg0, CalibrationHelperVector arg1)
        {
            double ret = NQuantLibcPINVOKE.ShortRateModelHandle_value(swigCPtr, QlArray.getCPtr(arg0), CalibrationHelperVector.getCPtr(arg1));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
 public CalibrationHelperVector(CalibrationHelperVector other) : this(NQuantLibcPINVOKE.new_CalibrationHelperVector__SWIG_1(CalibrationHelperVector.getCPtr(other)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
        public double value(QlArray params_, CalibrationHelperVector instruments)
        {
            double ret = NQuantLibcPINVOKE.MarkovFunctional_value(swigCPtr, QlArray.getCPtr(params_), CalibrationHelperVector.getCPtr(instruments));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 15
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        public double value(QlArray params_, CalibrationHelperVector arg1)
        {
            double ret = NQuantLibcPINVOKE.CalibratedModel_value(swigCPtr, QlArray.getCPtr(params_), CalibrationHelperVector.getCPtr(arg1));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 16
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        public double value(QlArray arg0, CalibrationHelperVector helpers)
        {
            double ret = NQuantLibcPINVOKE.Gsr_value(swigCPtr, QlArray.getCPtr(arg0), CalibrationHelperVector.getCPtr(helpers));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }