コード例 #1
0
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
コード例 #2
0
        public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx)
        {
            double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_0(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t.getCPtr(swapIdx));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }