public void SetRange(int index, RateHelperVector values)
{
NQuantLibcPINVOKE.RateHelperVector_SetRange(swigCPtr, index, RateHelperVector.getCPtr(values));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_6(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_4(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_0(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy, Linear.getCPtr(i)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_PiecewiseLinearForward__SWIG_9(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps) : this(NQuantLibcPINVOKE.new_PiecewiseFlatForward__SWIG_3(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps) : this(NQuantLibcPINVOKE.new_PiecewiseLogLinearDiscount__SWIG_8(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, uint maxEvaluations, QlArray guess) : this(NQuantLibcPINVOKE.new_FittedBondDiscountCurve__SWIG_6(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(helpers), DayCounter.getCPtr(dayCounter), FittingMethod.getCPtr(fittingMethod), accuracy, maxEvaluations, QlArray.getCPtr(guess)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FittedBondDiscountCurve(uint settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod) : this(NQuantLibcPINVOKE.new_FittedBondDiscountCurve__SWIG_4(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(helpers), DayCounter.getCPtr(dayCounter), FittingMethod.getCPtr(fittingMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FittedBondDiscountCurve(uint settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, uint maxEvaluations, QlArray guess, double simplexLambda) : this(NQuantLibcPINVOKE.new_FittedBondDiscountCurve__SWIG_0(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(helpers), DayCounter.getCPtr(dayCounter), FittingMethod.getCPtr(fittingMethod), accuracy, maxEvaluations, QlArray.getCPtr(guess), simplexLambda), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod) : this(NQuantLibcPINVOKE.new_FittedBondDiscountCurve__SWIG_9(Date.getCPtr(referenceDate), RateHelperVector.getCPtr(helpers), DayCounter.getCPtr(dayCounter), FittingMethod.getCPtr(fittingMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public RateHelperVector(RateHelperVector other) : this(NQuantLibcPINVOKE.new_RateHelperVector__SWIG_1(RateHelperVector.getCPtr(other)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, MonotonicLogCubic i) : this(NQuantLibcPINVOKE.new_PiecewiseLogCubicDiscount__SWIG_5(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy, MonotonicLogCubic.getCPtr(i)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
