예제 #1
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 public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model) : this(NQuantLibcPINVOKE.new_AnalyticPTDHestonEngine__SWIG_2(PiecewiseTimeDependentHestonModel.getCPtr(model)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
예제 #2
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 public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, double relTolerance, uint maxEvaluations) : this(NQuantLibcPINVOKE.new_AnalyticPTDHestonEngine__SWIG_0(PiecewiseTimeDependentHestonModel.getCPtr(model), relTolerance, maxEvaluations), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }