public BlackKarasinski(YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_BlackKarasinski__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility) : this(NQuantLibcPINVOKE.new_Merton76Process(QuoteHandle.getCPtr(stateVariable), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS), QuoteHandle.getCPtr(jumpIntensity), QuoteHandle.getCPtr(meanLogJump), QuoteHandle.getCPtr(jumpVolatility)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Euribor1M(YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_Euribor1M__SWIG_0(YieldTermStructureHandle.getCPtr(h)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public JamshidianSwaptionEngine(ShortRateModel model, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_JamshidianSwaptionEngine__SWIG_0(ShortRateModel.getCPtr(model), YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle.getCPtr(arg0), recoveryRate, YieldTermStructureHandle.getCPtr(termStructure), QuoteHandle.getCPtr(vol)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_7(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc) : this(NQuantLibcPINVOKE.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_1(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandleVector.getCPtr(spreadHandles), DateVector.getCPtr(dates), (int)comp, (int)freq, DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
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 ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index, YieldTermStructureHandle nominalTS) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwapHelper__SWIG_0(QuoteHandle.getCPtr(quote), Period.getCPtr(lag), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)bcd, DayCounter.getCPtr(dayCounter), ZeroInflationIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(nominalTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy)
{
double ret = NQuantLibcPINVOKE.CapFloor_impliedVolatility__SWIG_5(swigCPtr, price, YieldTermStructureHandle.getCPtr(disc), guess, accuracy);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp) : this(NQuantLibcPINVOKE.new_SpreadedBackwardFlatZeroInterpolatedTermStructure__SWIG_3(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandleVector.getCPtr(spreadHandles), DateVector.getCPtr(dates), (int)comp), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, uint maxEvaluations, double minVol, double maxVol, VolatilityType type)
{
double ret = NQuantLibcPINVOKE.CapFloor_impliedVolatility__SWIG_1(swigCPtr, price, YieldTermStructureHandle.getCPtr(disc), guess, accuracy, maxEvaluations, minVol, maxVol, (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public Libor(string familyName, Period tenor, uint settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_Libor__SWIG_0(familyName, Period.getCPtr(tenor), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(financialCenterCalendar), DayCounter.getCPtr(dayCounter), YieldTermStructureHandle.getCPtr(h)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_5(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates, uint paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_0(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates, paymentLag, (int)paymentConvention, (int)paymentFrequency, Calendar.getCPtr(paymentCalendar), Period.getCPtr(forwardStart), overnightSpread), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, uint yGridPoints, double yStdDevs, uint gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints, digitalGap, marketRateAccuracy, lowerRateBound, upperRateBound, adjustments, DoubleVector.getCPtr(smileMoneyCheckpoints)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates, uint paymentLag, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_4(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates, paymentLag, (int)paymentConvention), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, uint yGridPoints, double yStdDevs, uint gaussHermitePoints) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_6(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ForwardSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle) : this(NQuantLibcPINVOKE.new_ForwardSpreadedTermStructure(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandle.getCPtr(spreadHandle)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, bool includeFirstSwaplet, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_CapHelper__SWIG_1(Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), (int)fixedLegFrequency, DayCounter.getCPtr(fixedLegDayCounter), includeFirstSwaplet, YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates) : this(NQuantLibcPINVOKE.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_4(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandleVector.getCPtr(spreadHandles), DateVector.getCPtr(dates)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_BlackProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public EurLiborSwapIsdaFixA(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2) : this(NQuantLibcPINVOKE.new_EurLiborSwapIsdaFixA__SWIG_2(Period.getCPtr(tenor), YieldTermStructureHandle.getCPtr(h1), YieldTermStructureHandle.getCPtr(h2)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscountingBondEngine(YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_DiscountingBondEngine(YieldTermStructureHandle.getCPtr(discountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation) : this(NQuantLibcPINVOKE.new_QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess.getCPtr(process), YieldTermStructureHandle.getCPtr(foreignRiskFreeRate), BlackVolTermStructureHandle.getCPtr(exchangeRateVolatility), QuoteHandle.getCPtr(correlation)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MidPointCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_MidPointCdsEngine(DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public JPYLibor(Period tenor, YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_JPYLibor__SWIG_0(Period.getCPtr(tenor), YieldTermStructureHandle.getCPtr(h)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho) : this(NQuantLibcPINVOKE.new_HestonProcess(YieldTermStructureHandle.getCPtr(riskFreeTS), YieldTermStructureHandle.getCPtr(dividendTS), QuoteHandle.getCPtr(s0), v0, kappa, theta, sigma, rho), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_GeneralizedBlackScholesProcess__SWIG_0(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HullWhite(YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_HullWhite__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}