public static object _CreateMultiHWAndFXToy(string objectName, object[,] anchorDate, object[,] numeraireCcy, object[,] rateSimulators, object[,] currencies, object[,] spots, object[,] vols, object[,] correlations) { try { Date _anchorDate = XU.GetDate0D(anchorDate, "anchorDate"); Currency _numeraireCcy = XU.GetCurrency0D(numeraireCcy, "numeraireCcy"); HullWhite1F[] _rateSimulators = XU.GetObject1D <HullWhite1F>(rateSimulators, "rateSimulators"); Currency[] _currencies = XU.GetCurrency1D(currencies, "currencies"); Double[] _spots = XU.GetDouble1D(spots, "spots"); Double[] _vols = XU.GetDouble1D(vols, "vols"); Double[,] _correlations = XU.GetDouble2D(correlations, "correlations"); NumeraireSimulator _result = XLFX.CreateMultiHWAndFXToy(_anchorDate, _numeraireCcy, _rateSimulators, _currencies, _spots, _vols, _correlations); return(XU.AddObject(objectName, _result)); } catch (Exception e) { return(XU.Error0D(e)); } }
public static object _CreateCashLeg(string objectName, object[,] paymentDates, object[,] amounts, object[,] currencies) { try { Date[] _paymentDates = XU.GetDate1D(paymentDates, "paymentDates"); Double[] _amounts = XU.GetDouble1D(amounts, "amounts"); Currency[] _currencies = XU.GetCurrency1D(currencies, "currencies"); CashLeg _result = XLRates.CreateCashLeg(_paymentDates, _amounts, _currencies); return(XU.AddObject(objectName, _result)); } catch (Exception e) { return(XU.Error0D(e)); } }