Esempi in C# (CSharp) per LocalVolTermStructure

Esempio n. 1

File: LocalVolTermStructureHandle.cs Progetto: vivekfe/EliteQuant_Excel

 public LocalVolTermStructureHandle(LocalVolTermStructure arg0) : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_0(LocalVolTermStructure.getCPtr(arg0)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 2

File: HestonSLVProcess.cs Progetto: andrew-stakiwicz-r3/financial_derivatives_demo

 public HestonSLVProcess(HestonProcess hestonProcess, LocalVolTermStructure leverageFct) : this(NQuantLibcPINVOKE.new_HestonSLVProcess(HestonProcess.getCPtr(hestonProcess), LocalVolTermStructure.getCPtr(leverageFct)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 3

File: HestonSLVFDMModel.cs Progetto: andrew-stakiwicz-r3/financial_derivatives_demo

 public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params_) : this(NQuantLibcPINVOKE.new_HestonSLVFDMModel__SWIG_2(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), Date.getCPtr(endDate), HestonSLVFokkerPlanckFdmParams.getCPtr(params_)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 4

 public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate) : this(NQuantLibcPINVOKE.new_HestonSLVMCModel__SWIG_4(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), Date.getCPtr(endDate)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 5

 public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, uint timeStepsPerYear, uint nBins, uint calibrationPaths) : this(NQuantLibcPINVOKE.new_HestonSLVMCModel__SWIG_1(LocalVolTermStructure.getCPtr(localVol), HestonModel.getCPtr(model), BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), Date.getCPtr(endDate), timeStepsPerYear, nBins, calibrationPaths), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 6

 public void linkTo(LocalVolTermStructure arg0)
 {
     NQuantLibcPINVOKE.RelinkableLocalVolTermStructureHandle_linkTo(swigCPtr, LocalVolTermStructure.getCPtr(arg0));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 7

File: LocalVolTermStructureHandle.cs Progetto: vivekfe/EliteQuant_Excel

        public LocalVolTermStructure __deref__()
        {
            LocalVolTermStructure ret = new LocalVolTermStructure(NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr), true);

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

Esempio n. 8

File: LocalVolTermStructureHandle.cs Progetto: andrew-stakiwicz-r3/financial_derivatives_demo

        public LocalVolTermStructure __deref__()
        {
            global::System.IntPtr cPtr = NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr);
            LocalVolTermStructure ret  = (cPtr == global::System.IntPtr.Zero) ? null : new LocalVolTermStructure(cPtr, true);

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

Esempio n. 9

File: HestonSLVFDMModel.cs Progetto: andrew-stakiwicz-r3/financial_derivatives_demo

        public LocalVolTermStructure localVol()
        {
            global::System.IntPtr cPtr = NQuantLibcPINVOKE.HestonSLVFDMModel_localVol(swigCPtr);
            LocalVolTermStructure ret  = (cPtr == global::System.IntPtr.Zero) ? null : new LocalVolTermStructure(cPtr, true);

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

Esempio n. 10

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

Esempio n. 11

File: FdHestonDoubleBarrierEngine.cs Progetto: andrew-stakiwicz-r3/financial_derivatives_demo

 public FdHestonDoubleBarrierEngine(HestonModel model, uint tGrid, uint xGrid, uint vGrid, uint dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct) : this(NQuantLibcPINVOKE.new_FdHestonDoubleBarrierEngine__SWIG_0(HestonModel.getCPtr(model), tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), LocalVolTermStructure.getCPtr(leverageFct)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

Esempio n. 12

File: LocalVolTermStructure.cs Progetto: minikie/test

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

Esempio n. 13

File: LocalVolTermStructureHandle.cs Progetto: minikie/test

 public LocalVolTermStructure __deref__() {
   LocalVolTermStructure ret = new LocalVolTermStructure(NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }

Esempio n. 14

File: LocalVolTermStructureHandle.cs Progetto: minikie/test

 public LocalVolTermStructureHandle(LocalVolTermStructure arg0) : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_0(LocalVolTermStructure.getCPtr(arg0)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

Esempio n. 15

File: RelinkableLocalVolTermStructureHandle.cs Progetto: minikie/test

 public void linkTo(LocalVolTermStructure arg0) {
   NQuantLibcPINVOKE.RelinkableLocalVolTermStructureHandle_linkTo(swigCPtr, LocalVolTermStructure.getCPtr(arg0));
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }