public static object[,] GetInstallPath() { try { return(XU.ConvertToObjects(AppDomain.CurrentDomain.BaseDirectory.ToString())); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _CovarianceFromCurves(object[,] curves) { try { Double[,] _curves = XU.GetDouble2D(curves, "curves"); Double[,] _result = XLCurves.CovarianceFromCurves(_curves); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _CurveInterp(object[,] curve, object[,] dates) { try { ICurve _curve = XU.GetObject0D <ICurve>(curve, "curve"); Date[,] _dates = XU.GetDate2D(dates, "dates"); Double[,] _result = XLCurves.CurveInterp(_curve, _dates); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _PCAFromCurves(object[,] curves, object[,] useRelative) { try { Double[,] _curves = XU.GetDouble2D(curves, "curves"); Boolean _useRelative = XU.GetBoolean0D(useRelative, "useRelative"); Double[,] _result = XLCurves.PCAFromCurves(_curves, _useRelative); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _PCACurveSimulatorGetRates(object[,] simulator, object[,] simulationDates, object[,] requiredTenors) { try { PCACurveSimulator _simulator = XU.GetObject0D <PCACurveSimulator>(simulator, "simulator"); Date[] _simulationDates = XU.GetDate1D(simulationDates, "simulationDates"); Tenor[] _requiredTenors = XU.GetTenor1D(requiredTenors, "requiredTenors"); Double[,] _result = XLCurves.PCACurveSimulatorGetRates(_simulator, _simulationDates, _requiredTenors); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _EPE(object[,] products, object[,] valueDate, object[,] forwardValueDates, object[,] model, object[,] nSims) { try { Product[] _products = XU.GetObject1D <Product>(products, "products"); Date _valueDate = XU.GetDate0D(valueDate, "valueDate"); Date[] _forwardValueDates = XU.GetDate1D(forwardValueDates, "forwardValueDates"); NumeraireSimulator _model = XU.GetObject0D <NumeraireSimulator>(model, "model"); Int32 _nSims = XU.GetInt320D(nSims, "nSims"); Double[] _result = XLValuation.EPE(_products, _valueDate, _forwardValueDates, _model, _nSims); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }
public static object[,] _PFE(object[,] products, object[,] valueDate, object[,] forwardValueDates, object[,] requiredPecentiles, object[,] model, object[,] nSims) { try { var _products = XU.GetObject1D <Product>(products, "products"); var _valueDate = XU.GetDate0D(valueDate, "valueDate"); var _forwardValueDates = XU.GetDate1D(forwardValueDates, "forwardValueDates"); var _requiredPecentiles = XU.GetDouble1D(requiredPecentiles, "requiredPecentiles"); var _model = XU.GetObject0D <NumeraireSimulator>(model, "model"); var _nSims = XU.GetInt320D(nSims, "nSims"); var _result = XLValuation.PFE(_products, _valueDate, _forwardValueDates, _requiredPecentiles, _model, _nSims); return(XU.ConvertToObjects(_result)); } catch (Exception e) { return(XU.Error2D(e)); } }