コード例 #1
0
 public void SetRange(int index, CalibrationSet values)
 {
     NQuantLibcPINVOKE.CalibrationSet_SetRange(swigCPtr, index, CalibrationSet.getCPtr(values));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS) : this(NQuantLibcPINVOKE.new_AndreasenHugeVolatilityInterpl__SWIG_7(CalibrationSet.getCPtr(calibrationSet), QuoteHandle.getCPtr(spot), YieldTermStructureHandle.getCPtr(rTS), YieldTermStructureHandle.getCPtr(qTS)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, uint nGridPoints) : this(NQuantLibcPINVOKE.new_AndreasenHugeVolatilityInterpl__SWIG_4(CalibrationSet.getCPtr(calibrationSet), QuoteHandle.getCPtr(spot), YieldTermStructureHandle.getCPtr(rTS), YieldTermStructureHandle.getCPtr(qTS), (int)interpolationType, (int)calibrationType, nGridPoints), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 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();
     }
 }
コード例 #5
0
 public CalibrationSet(CalibrationSet other) : this(NQuantLibcPINVOKE.new_CalibrationSet__SWIG_1(CalibrationSet.getCPtr(other)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }