public BlackCalibrationHelperVector(BlackCalibrationHelperVector other) : this(NQuantLibcPINVOKE.new_BlackCalibrationHelperVector__SWIG_1(BlackCalibrationHelperVector.getCPtr(other)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public BlackCalibrationHelperVectorEnumerator(BlackCalibrationHelperVector collection) { collectionRef = collection; currentIndex = -1; currentObject = null; currentSize = collectionRef.Count; }
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(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 void SetRange(int index, BlackCalibrationHelperVector values) { NQuantLibcPINVOKE.BlackCalibrationHelperVector_SetRange(swigCPtr, index, BlackCalibrationHelperVector.getCPtr(values)); if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public void calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria) { NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_2(swigCPtr, BlackCalibrationHelperVector.getCPtr(helpers), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria)); if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, string typeStr) { BlackCalibrationHelperVector ret = new BlackCalibrationHelperVector(NQuantLibcPINVOKE.FloatFloatSwaption_calibrationBasket(swigCPtr, SwapIndex.getCPtr(swapIndex), SwaptionVolatilityStructure.getCPtr(swaptionVolatility), typeStr), true); if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } return(ret); }
public static BlackCalibrationHelperVector Repeat(BlackCalibrationHelper value, int count) { global::System.IntPtr cPtr = NQuantLibcPINVOKE.BlackCalibrationHelperVector_Repeat(BlackCalibrationHelper.getCPtr(value), count); BlackCalibrationHelperVector ret = (cPtr == global::System.IntPtr.Zero) ? null : new BlackCalibrationHelperVector(cPtr, true); if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } return(ret); }
public BlackCalibrationHelperVector GetRange(int index, int count) { global::System.IntPtr cPtr = NQuantLibcPINVOKE.BlackCalibrationHelperVector_GetRange(swigCPtr, index, count); BlackCalibrationHelperVector ret = (cPtr == global::System.IntPtr.Zero) ? null : new BlackCalibrationHelperVector(cPtr, true); if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } return(ret); }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(BlackCalibrationHelperVector obj) { return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr); }