public static object _CreateZARBermudanSwaption(string objectName,
object[,] exerciseDates,
object[,] longOptionality,
object[,] startDate,
object[,] tenor,
object[,] rate,
object[,] payFixed,
object[,] notional)
{
try
{
Date[] _exerciseDates = XU.GetDate1D(exerciseDates, "exerciseDates");
Boolean _longOptionality = XU.GetBoolean0D(longOptionality, "longOptionality");
Date _startDate = XU.GetDate0D(startDate, "startDate");
Tenor _tenor = XU.GetTenor0D(tenor, "tenor");
Double _rate = XU.GetDouble0D(rate, "rate");
Boolean _payFixed = XU.GetBoolean0D(payFixed, "payFixed");
Double _notional = XU.GetDouble0D(notional, "notional");
BermudanSwaption _result = XLRates.CreateZARBermudanSwaption(_exerciseDates, _longOptionality, _startDate, _tenor, _rate, _payFixed, _notional);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _CreateZARSwap(string objectName,
object[,] startDate,
object[,] tenor,
object[,] rate,
object[,] payFixed,
object[,] notional)
{
try
{
Date _startDate = XU.GetDate0D(startDate, "startDate");
Tenor _tenor = XU.GetTenor0D(tenor, "tenor");
Double _rate = XU.GetDouble0D(rate, "rate");
Boolean _payFixed = XU.GetBoolean0D(payFixed, "payFixed");
Double _notional = XU.GetDouble0D(notional, "notional");
IRSwap _result = XLRates.CreateZARSwap(_startDate, _tenor, _rate, _payFixed, _notional);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}