public static AnalyticHestonEngine.AnalyticHestonEngine_Integration discreteSimpson()
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_discreteSimpson__SWIG_1(), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static AnalyticHestonEngine.AnalyticHestonEngine_Integration trapezoid(double absTolerance)
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_trapezoid__SWIG_1(absTolerance), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static AnalyticHestonEngine.AnalyticHestonEngine_Integration simpson(double absTolerance, uint maxEvaluations)
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_simpson__SWIG_0(absTolerance, maxEvaluations), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static AnalyticHestonEngine.AnalyticHestonEngine_Integration gaussLobatto(double relTolerance, double absTolerance)
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_gaussLobatto__SWIG_1(relTolerance, absTolerance), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static AnalyticHestonEngine.AnalyticHestonEngine_Integration gaussChebyshev2nd()
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_gaussChebyshev2nd__SWIG_1(), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static AnalyticHestonEngine.AnalyticHestonEngine_Integration gaussLegendre(uint integrationOrder)
{
AnalyticHestonEngine.AnalyticHestonEngine_Integration ret = new AnalyticHestonEngine.AnalyticHestonEngine_Integration(NQuantLibcPINVOKE.AnalyticHestonEngine_AnalyticHestonEngine_Integration_gaussLegendre__SWIG_0(integrationOrder), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public HestonBlackVolSurface(HestonModelHandle hestonModel, AnalyticHestonEngine.ComplexLogFormula cpxLogFormula, AnalyticHestonEngine.AnalyticHestonEngine_Integration integration) : this(NQuantLibcPINVOKE.new_HestonBlackVolSurface__SWIG_0(HestonModelHandle.getCPtr(hestonModel), (int)cpxLogFormula, AnalyticHestonEngine.AnalyticHestonEngine_Integration.getCPtr(integration)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine.AnalyticHestonEngine_Integration itg) : this(NQuantLibcPINVOKE.new_AnalyticHestonEngine__SWIG_4(HestonModel.getCPtr(model), (int)cpxLog, AnalyticHestonEngine.AnalyticHestonEngine_Integration.getCPtr(itg)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
