コード例 #1
0
 public VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, string type, bool adaptVanDelta, double bsPriceWithSmile, int series) : this(NQuantLibcPINVOKE.new_VannaVolgaDoubleBarrierEngine__SWIG_0(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS), type, adaptVanDelta, bsPriceWithSmile, series), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #2
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 public VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS) : this(NQuantLibcPINVOKE.new_VannaVolgaDoubleBarrierEngine__SWIG_4(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #3
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DeltaVolQuoteHandle obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }