Exemplo n.º 1
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 public GaussianPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianRandomSequenceGenerator generator, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator__SWIG_1(StochasticProcess.getCPtr(arg0), TimeGrid.getCPtr(timeGrid), GaussianRandomSequenceGenerator.getCPtr(generator), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemplo n.º 2
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 public GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator) : this(NQuantLibcPINVOKE.new_GaussianMultiPathGenerator__SWIG_1(StochasticProcess.getCPtr(process), DoubleVector.getCPtr(times), GaussianRandomSequenceGenerator.getCPtr(generator)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public GaussianPathGenerator(StochasticProcess1D process, double length, uint steps, GaussianRandomSequenceGenerator rsg, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator(StochasticProcess1D.getCPtr(process), length, steps, GaussianRandomSequenceGenerator.getCPtr(rsg), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemplo n.º 4
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 public GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator) : this(NQuantLibcPINVOKE.new_GaussianMultiPathGenerator__SWIG_1(StochasticProcess.getCPtr(process), DoubleVector.getCPtr(times), GaussianRandomSequenceGenerator.getCPtr(generator)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }
Exemplo n.º 5
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 public GaussianPathGenerator(StochasticProcess arg0, double length, uint timeSteps, GaussianRandomSequenceGenerator generator, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator__SWIG_0(StochasticProcess.getCPtr(arg0), length, timeSteps, GaussianRandomSequenceGenerator.getCPtr(generator), brownianBridge), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemplo n.º 6
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 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GaussianRandomSequenceGenerator obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GaussianRandomSequenceGenerator obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }