Exemplo n.º 1
0
        public double atmStrike(_DeltaVolQuote.AtmType atmT)
        {
            double ret = NQuantLibcPINVOKE.BlackDeltaCalculator_atmStrike(swigCPtr, (int)atmT);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Exemplo n.º 2
0
 public DeltaVolQuote(QuoteHandle vol, _DeltaVolQuote.DeltaType deltaType, double maturity, _DeltaVolQuote.AtmType atmType) : this(NQuantLibcPINVOKE.new_DeltaVolQuote__SWIG_1(QuoteHandle.getCPtr(vol), (int)deltaType, maturity, (int)atmType), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }