public BlackCalibrationHelperVector(BlackCalibrationHelperVector other) : this(NQuantLibcPINVOKE.new_BlackCalibrationHelperVector__SWIG_1(BlackCalibrationHelperVector.getCPtr(other)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackCalibrationHelperVectorEnumerator(BlackCalibrationHelperVector collection)
{
collectionRef = collection;
currentIndex = -1;
currentObject = null;
currentSize = collectionRef.Count;
}
public void calibrate(BlackCalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
{
NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_1(swigCPtr, BlackCalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrate(BlackCalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria)
{
NQuantLibcPINVOKE.MarkovFunctional_calibrate__SWIG_3(swigCPtr, BlackCalibrationHelperVector.getCPtr(helper), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void SetRange(int index, BlackCalibrationHelperVector values)
{
NQuantLibcPINVOKE.BlackCalibrationHelperVector_SetRange(swigCPtr, index, BlackCalibrationHelperVector.getCPtr(values));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria)
{
NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_2(swigCPtr, BlackCalibrationHelperVector.getCPtr(helpers), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, string typeStr)
{
BlackCalibrationHelperVector ret = new BlackCalibrationHelperVector(NQuantLibcPINVOKE.FloatFloatSwaption_calibrationBasket(swigCPtr, SwapIndex.getCPtr(swapIndex), SwaptionVolatilityStructure.getCPtr(swaptionVolatility), typeStr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static BlackCalibrationHelperVector Repeat(BlackCalibrationHelper value, int count)
{
global::System.IntPtr cPtr = NQuantLibcPINVOKE.BlackCalibrationHelperVector_Repeat(BlackCalibrationHelper.getCPtr(value), count);
BlackCalibrationHelperVector ret = (cPtr == global::System.IntPtr.Zero) ? null : new BlackCalibrationHelperVector(cPtr, true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public BlackCalibrationHelperVector GetRange(int index, int count)
{
global::System.IntPtr cPtr = NQuantLibcPINVOKE.BlackCalibrationHelperVector_GetRange(swigCPtr, index, count);
BlackCalibrationHelperVector ret = (cPtr == global::System.IntPtr.Zero) ? null : new BlackCalibrationHelperVector(cPtr, true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(BlackCalibrationHelperVector obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
