Esempio n. 1
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 public GaussianSobolPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianLowDiscrepancySequenceGenerator generator, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianSobolPathGenerator__SWIG_1(StochasticProcess.getCPtr(arg0), TimeGrid.getCPtr(timeGrid), GaussianLowDiscrepancySequenceGenerator.getCPtr(generator), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public GaussianSobolPathGenerator(StochasticProcess1D process, double length, uint steps, GaussianLowDiscrepancySequenceGenerator rsg, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianSobolPathGenerator(StochasticProcess1D.getCPtr(process), length, steps, GaussianLowDiscrepancySequenceGenerator.getCPtr(rsg), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Esempio n. 3
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 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GaussianLowDiscrepancySequenceGenerator obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
Esempio n. 4
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 public GaussianSobolPathGenerator(StochasticProcess1D process, double length, uint steps, GaussianLowDiscrepancySequenceGenerator rsg, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianSobolPathGenerator(StochasticProcess1D.getCPtr(process), length, steps, GaussianLowDiscrepancySequenceGenerator.getCPtr(rsg), brownianBridge), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GaussianLowDiscrepancySequenceGenerator obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }