public static object _CreateCDS(string objectName,
object[,] refEntity,
object[,] ccy,
object[,] paymentDates,
object[,] notionals,
object[,] rates,
object[,] accrualFractions,
object[,] boughtProtection)
{
try
{
ReferenceEntity _refEntity = XU.GetReferenceEntity0D(refEntity, "refEntity");
Currency _ccy = XU.GetCurrency0D(ccy, "ccy");
Date[] _paymentDates = XU.GetDate1D(paymentDates, "paymentDates");
Double[] _notionals = XU.GetDouble1D(notionals, "notionals");
Double[] _rates = XU.GetDouble1D(rates, "rates");
Double[] _accrualFractions = XU.GetDouble1D(accrualFractions, "accrualFractions");
Boolean _boughtProtection = XU.GetBoolean0D(boughtProtection, "boughtProtection");
CDS _result = XLCredit.CreateCDS(_refEntity, _ccy, _paymentDates, _notionals, _rates, _accrualFractions, _boughtProtection);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _CreateHazardCurve(string objectName,
object[,] referenceEntity,
object[,] anchorDate,
object[,] dates,
object[,] hazardRates)
{
try
{
ReferenceEntity _referenceEntity = XU.GetReferenceEntity0D(referenceEntity, "referenceEntity");
Date _anchorDate = XU.GetDate0D(anchorDate, "anchorDate");
Date[] _dates = XU.GetDate1D(dates, "dates");
Double[] _hazardRates = XU.GetDouble1D(hazardRates, "hazardRates");
HazardCurve _result = XLCredit.CreateHazardCurve(_referenceEntity, _anchorDate, _dates, _hazardRates);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}