コード例 #1
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 public CPIBond(uint settlementDays, double faceAmount, bool growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) : this(NQuantLibcPINVOKE.new_CPIBond__SWIG_2(settlementDays, faceAmount, growthOnly, baseCPI, Period.getCPtr(observationLag), ZeroInflationIndex.getCPtr(cpiIndex), (int)observationInterpolation, Schedule.getCPtr(schedule), DoubleVector.getCPtr(coupons), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, Date.getCPtr(issueDate), Calendar.getCPtr(paymentCalendar), Period.getCPtr(exCouponPeriod), Calendar.getCPtr(exCouponCalendar)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #2
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 internal UpfrontCdsHelper(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.UpfrontCdsHelper_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
 internal FixedRateCoupon(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FixedRateCoupon_SWIGSmartPtrUpcast(cPtr), true)
 {
     swigCMemOwnDerived = cMemoryOwn;
     swigCPtr           = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #4
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 internal BinomialDoubleBarrierEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.BinomialDoubleBarrierEngine_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #5
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 public GarmanKlassSigma3(double yearFraction, double marketOpenFraction) : this(NQuantLibcPINVOKE.new_GarmanKlassSigma3(yearFraction, marketOpenFraction), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #6
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 internal RiskStatistics(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.RiskStatistics_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #7
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 internal RelinkableDefaultProbabilityTermStructureHandle(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.RelinkableDefaultProbabilityTermStructureHandle_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #8
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 public GaussianPathGenerator(StochasticProcess1D process, double length, uint steps, GaussianRandomSequenceGenerator rsg, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator(StochasticProcess1D.getCPtr(process), length, steps, GaussianRandomSequenceGenerator.getCPtr(rsg), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #9
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 internal Euribor365_3W(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Euribor365_3W_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
 internal VarianceGammaEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.VarianceGammaEngine_SWIGSmartPtrUpcast(cPtr), true)
 {
     swigCMemOwnDerived = cMemoryOwn;
     swigCPtr           = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #11
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 internal FloorTruncation(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FloorTruncation_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #12
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ファイル: BondHelper.cs プロジェクト: x-xing/Quantlib-SWIG
 public BondHelper(QuoteHandle cleanPrice, Bond bond, bool useCleanPrice) : this(NQuantLibcPINVOKE.new_BondHelper__SWIG_0(QuoteHandle.getCPtr(cleanPrice), Bond.getCPtr(bond), useCleanPrice), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #13
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 public InvCumulativeHaltonGaussianRsg(HaltonRsg uniformSequenceGenerator) : this(NQuantLibcPINVOKE.new_InvCumulativeHaltonGaussianRsg(HaltonRsg.getCPtr(uniformSequenceGenerator)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #14
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 public CPIBond(uint settlementDays, double faceAmount, bool growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter) : this(NQuantLibcPINVOKE.new_CPIBond__SWIG_7(settlementDays, faceAmount, growthOnly, baseCPI, Period.getCPtr(observationLag), ZeroInflationIndex.getCPtr(cpiIndex), (int)observationInterpolation, Schedule.getCPtr(schedule), DoubleVector.getCPtr(coupons), DayCounter.getCPtr(accrualDayCounter)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #15
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 internal HullWhiteProcess(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.HullWhiteProcess_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #16
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 internal MCDiscreteArithmeticASEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.MCDiscreteArithmeticASEngine_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #17
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 public HullWhiteProcess(YieldTermStructureHandle riskFreeTS, double a, double sigma) : this(NQuantLibcPINVOKE.new_HullWhiteProcess(YieldTermStructureHandle.getCPtr(riskFreeTS), a, sigma), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #18
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 public MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, string traits, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples) : this(NQuantLibcPINVOKE.new_MCDiscreteArithmeticASEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), traits, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #19
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 public DepositRateHelper(double rate, Period tenor, uint fixingDays, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_DepositRateHelper__SWIG_1(rate, Period.getCPtr(tenor), fixingDays, Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #20
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 public MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, string traits, bool brownianBridge, bool antitheticVariate) : this(NQuantLibcPINVOKE.new_MCDiscreteArithmeticASEngine__SWIG_4(GeneralizedBlackScholesProcess.getCPtr(process), traits, brownianBridge, antitheticVariate), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #21
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 public RelinkableDefaultProbabilityTermStructureHandle(DefaultProbabilityTermStructure arg0) : this(NQuantLibcPINVOKE.new_RelinkableDefaultProbabilityTermStructureHandle__SWIG_0(DefaultProbabilityTermStructure.getCPtr(arg0)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #22
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 public MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, string traits) : this(NQuantLibcPINVOKE.new_MCDiscreteArithmeticASEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process), traits), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #23
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 public BinomialDoubleBarrierEngine(GeneralizedBlackScholesProcess process, string type, uint steps) : this(NQuantLibcPINVOKE.new_BinomialDoubleBarrierEngine(GeneralizedBlackScholesProcess.getCPtr(process), type, steps), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #24
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 internal OvernightIndex(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.OvernightIndex_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #25
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ファイル: WeekendsOnly.cs プロジェクト: x-xing/Quantlib-SWIG
 internal WeekendsOnly(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.WeekendsOnly_SWIGUpcast(cPtr), cMemoryOwn)
 {
     swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
 }
コード例 #26
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 public OvernightIndex(string familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_OvernightIndex__SWIG_1(familyName, settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #27
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 public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, uint upfrontSettlementDays) : this(NQuantLibcPINVOKE.new_UpfrontCdsHelper__SWIG_6(upfront, spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), upfrontSettlementDays), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public MoroInvCumulativeMersenneTwisterGaussianRng(MersenneTwisterUniformRng rng) : this(NQuantLibcPINVOKE.new_MoroInvCumulativeMersenneTwisterGaussianRng(MersenneTwisterUniformRng.getCPtr(rng)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #29
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 public FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart) : this(NQuantLibcPINVOKE.new_FixedRateCoupon__SWIG_2(Date.getCPtr(paymentDate), nominal, rate, DayCounter.getCPtr(dayCounter), Date.getCPtr(startDate), Date.getCPtr(endDate), Date.getCPtr(refPeriodStart)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
コード例 #30
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 public MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear) : this(NQuantLibcPINVOKE.new_MCLDBarrierEngine__SWIG_7(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, timeStepsPerYear), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }