コード例 #1
0
 public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_5(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index), switchStrikes, accuracy), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #2
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 public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_7(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #3
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 public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, uint maxIter, YieldTermStructureHandle discount) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_3(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index), switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }