public static object _CreateEquityModel(string objectName,
object[,] discountCurve,
object[,] shares,
object[,] spotPrices,
object[,] volatilities,
object[,] divYields,
object[,] correlations,
object[,] rateForecastCurves)
{
try
{
IDiscountingSource _discountCurve = XU.GetObject0D <IDiscountingSource>(discountCurve, "discountCurve");
Share[] _shares = XU.GetShare1D(shares, "shares");
Double[] _spotPrices = XU.GetDouble1D(spotPrices, "spotPrices");
Double[] _volatilities = XU.GetDouble1D(volatilities, "volatilities");
Double[] _divYields = XU.GetDouble1D(divYields, "divYields");
Double[,] _correlations = XU.GetDouble2D(correlations, "correlations");
IFloatingRateSource[] _rateForecastCurves = XU.GetObject1D <IFloatingRateSource>(rateForecastCurves, "rateForecastCurves");
NumeraireSimulator _result = XLEquities.CreateEquityModel(_discountCurve, _shares, _spotPrices, _volatilities, _divYields, _correlations, _rateForecastCurves);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}