public void SetRange(int index, PeriodVector values)
{
NQuantLibcPINVOKE.PeriodVector_SetRange(swigCPtr, index, PeriodVector.getCPtr(values));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_3(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndex), SwapIndex.getCPtr(shortSwapIndex), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public PeriodVector(PeriodVector other) : this(NQuantLibcPINVOKE.new_PeriodVector__SWIG_1(PeriodVector.getCPtr(other)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, bool vegaWeightedSmileFit) : this(NQuantLibcPINVOKE.new_SwaptionVolCube2(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndexBase), SwapIndex.getCPtr(shortSwapIndexBase), vegaWeightedSmileFit), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, OptimizationMethod optMethod) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndex), SwapIndex.getCPtr(shortSwapIndex), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance, OptimizationMethod.getCPtr(optMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes) : this(NQuantLibcPINVOKE.new_CapFloorTermVolSurface__SWIG_3(Date.getCPtr(settlementDate), Calendar.getCPtr(calendar), (int)bdc, PeriodVector.getCPtr(optionTenors), DoubleVector.getCPtr(strikes), QuoteHandleVectorVector.getCPtr(quotes)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapFloorTermVolSurface(uint settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc) : this(NQuantLibcPINVOKE.new_CapFloorTermVolSurface__SWIG_6(settlementDays, Calendar.getCPtr(calendar), (int)bdc, PeriodVector.getCPtr(optionTenors), DoubleVector.getCPtr(strikes), Matrix.getCPtr(volatilities), DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapFloorTermVolCurve(uint settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols) : this(NQuantLibcPINVOKE.new_CapFloorTermVolCurve__SWIG_3(settlementDays, Calendar.getCPtr(calendar), (int)bdc, PeriodVector.getCPtr(lengths), DoubleVector.getCPtr(vols)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, bool flatExtrapolation) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityMatrix__SWIG_6(Calendar.getCPtr(calendar), (int)bdc, PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), QuoteHandleVectorVector.getCPtr(vols), DayCounter.getCPtr(dayCounter), flatExtrapolation), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc) : this(NQuantLibcPINVOKE.new_CapFloorTermVolCurve__SWIG_0(Date.getCPtr(referenceDate), Calendar.getCPtr(calendar), (int)bdc, PeriodVector.getCPtr(lengths), DoubleVector.getCPtr(vols), DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityMatrix__SWIG_3(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), PeriodVector.getCPtr(lengths), Matrix.getCPtr(vols), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, bool flatExtrapolation, VolatilityType type, Matrix shifts) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityMatrix__SWIG_0(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), PeriodVector.getCPtr(lengths), Matrix.getCPtr(vols), DayCounter.getCPtr(dayCounter), flatExtrapolation, (int)type, Matrix.getCPtr(shifts)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, uint yGridPoints, double yStdDevs, uint gaussHermitePoints, double digitalGap) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_5(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints, digitalGap), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, uint yGridPoints, double yStdDevs, uint gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), yGridPoints, yStdDevs, gaussHermitePoints, digitalGap, marketRateAccuracy, lowerRateBound, upperRateBound, adjustments, DoubleVector.getCPtr(smileMoneyCheckpoints)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, bool flatExtrapolation) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityMatrix__SWIG_2(Date.getCPtr(referenceDate), Calendar.getCPtr(calendar), (int)bdc, DateVector.getCPtr(dates), PeriodVector.getCPtr(lengths), Matrix.getCPtr(vols), DayCounter.getCPtr(dayCounter), flatExtrapolation), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}