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(); } }
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); }
internal BinomialDoubleBarrierEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.BinomialDoubleBarrierEngine_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
public GarmanKlassSigma3(double yearFraction, double marketOpenFraction) : this(NQuantLibcPINVOKE.new_GarmanKlassSigma3(yearFraction, marketOpenFraction), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
internal RiskStatistics(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.RiskStatistics_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
internal RelinkableDefaultProbabilityTermStructureHandle(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.RelinkableDefaultProbabilityTermStructureHandle_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
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(); } }
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); }
internal FloorTruncation(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FloorTruncation_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
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(); } }
public InvCumulativeHaltonGaussianRsg(HaltonRsg uniformSequenceGenerator) : this(NQuantLibcPINVOKE.new_InvCumulativeHaltonGaussianRsg(HaltonRsg.getCPtr(uniformSequenceGenerator)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
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(); } }
internal HullWhiteProcess(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.HullWhiteProcess_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
internal MCDiscreteArithmeticASEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.MCDiscreteArithmeticASEngine_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
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(); } }
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(); } }
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(); } }
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(); } }
public RelinkableDefaultProbabilityTermStructureHandle(DefaultProbabilityTermStructure arg0) : this(NQuantLibcPINVOKE.new_RelinkableDefaultProbabilityTermStructureHandle__SWIG_0(DefaultProbabilityTermStructure.getCPtr(arg0)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
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(); } }
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(); } }
internal OvernightIndex(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.OvernightIndex_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
internal WeekendsOnly(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.WeekendsOnly_SWIGUpcast(cPtr), cMemoryOwn) { swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr); }
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(); } }
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(); } }
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(); } }
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(); } }