C# (CSharp) CmsCouponPricerの例

コード例 #1

 public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_5(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

コード例 #2

 public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_4(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

コード例 #3

 public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_2(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

コード例 #4

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

コード例 #5

ファイル: CmsCouponPricer.cs プロジェクト: minikie/test

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