public static object _CreateMultiHWAndFXToy(string objectName,
object[,] anchorDate,
object[,] numeraireCcy,
object[,] rateSimulators,
object[,] currencies,
object[,] spots,
object[,] vols,
object[,] correlations)
{
try
{
Date _anchorDate = XU.GetDate0D(anchorDate, "anchorDate");
Currency _numeraireCcy = XU.GetCurrency0D(numeraireCcy, "numeraireCcy");
HullWhite1F[] _rateSimulators = XU.GetObject1D <HullWhite1F>(rateSimulators, "rateSimulators");
Currency[] _currencies = XU.GetCurrency1D(currencies, "currencies");
Double[] _spots = XU.GetDouble1D(spots, "spots");
Double[] _vols = XU.GetDouble1D(vols, "vols");
Double[,] _correlations = XU.GetDouble2D(correlations, "correlations");
NumeraireSimulator _result = XLFX.CreateMultiHWAndFXToy(_anchorDate, _numeraireCcy, _rateSimulators, _currencies, _spots, _vols, _correlations);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _CreateCashLeg(string objectName,
object[,] paymentDates,
object[,] amounts,
object[,] currencies)
{
try
{
Date[] _paymentDates = XU.GetDate1D(paymentDates, "paymentDates");
Double[] _amounts = XU.GetDouble1D(amounts, "amounts");
Currency[] _currencies = XU.GetCurrency1D(currencies, "currencies");
CashLeg _result = XLRates.CreateCashLeg(_paymentDates, _amounts, _currencies);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}