public AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, uint nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod, EndCriteria endCriteria) : this(NQuantLibcPINVOKE.new_AndreasenHugeVolatilityInterpl__SWIG_0(CalibrationSet.getCPtr(calibrationSet), QuoteHandle.getCPtr(spot), YieldTermStructureHandle.getCPtr(rTS), YieldTermStructureHandle.getCPtr(qTS), (int)interpolationType, (int)calibrationType, nGridPoints, minStrike, maxStrike, OptimizationMethod.getCPtr(optimizationMethod), EndCriteria.getCPtr(endCriteria)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
{
NQuantLibcPINVOKE.CalibratedModelHandle_calibrate__SWIG_0(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 calibrate(BlackCalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
{
NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_1(swigCPtr, BlackCalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
{
NQuantLibcPINVOKE.HestonModelHandle_calibrate__SWIG_3(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
{
NQuantLibcPINVOKE.ShortRateModel_calibrate__SWIG_2(swigCPtr, CalibrationHelperVector.getCPtr(arg0), OptimizationMethod.getCPtr(arg1), EndCriteria.getCPtr(arg2), Constraint.getCPtr(constraint));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrate(BlackCalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria)
{
NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_3(swigCPtr, BlackCalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SVIInterpolation(QlArray x, QlArray y, double expiry, double forward, double a, double b, double rho, double m, double sigma, EndCriteria endCriteria, OptimizationMethod optimizationMethod) : this(NQuantLibcPINVOKE.new_SVIInterpolation__SWIG_1(QlArray.getCPtr(x), QlArray.getCPtr(y), expiry, forward, a, b, rho, m, sigma, EndCriteria.getCPtr(endCriteria), OptimizationMethod.getCPtr(optimizationMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public QlArray solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, QlArray iv)
{
QlArray ret = new QlArray(NQuantLibcPINVOKE.Optimizer_solve(swigCPtr, CostFunctionDelegate.getCPtr(function), Constraint.getCPtr(c), OptimizationMethod.getCPtr(m), EndCriteria.getCPtr(e), QlArray.getCPtr(iv)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
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();
}
}
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 SABRInterpolation(QlArray x, QlArray y, double expiry, double forward, double alpha, double beta, double volvol, double rho, EndCriteria endCriteria, OptimizationMethod optimizationMethod) : this(NQuantLibcPINVOKE.new_SABRInterpolation__SWIG_5(QlArray.getCPtr(x), QlArray.getCPtr(y), expiry, forward, alpha, beta, volvol, rho, EndCriteria.getCPtr(endCriteria), OptimizationMethod.getCPtr(optimizationMethod)), true)
{
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();
}
}
