public CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc) : this(NQuantLibcPINVOKE.new_CubicInterpolatedSmileSection__SWIG_7(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, Cubic.getCPtr(interpolator), DayCounter.getCPtr(dc)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_CubicInterpolatedSmileSection__SWIG_0(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), Cubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type, shift), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator) : this(NQuantLibcPINVOKE.new_CubicInterpolatedSmileSection__SWIG_3(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), Cubic.getCPtr(interpolator)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate) : this(NQuantLibcPINVOKE.new_CubicInterpolatedSmileSection__SWIG_18(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), Cubic.getCPtr(interpolator), Date.getCPtr(referenceDate)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator) : this(NQuantLibcPINVOKE.new_CubicInterpolatedSmileSection__SWIG_13(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), Cubic.getCPtr(interpolator)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
示例#6
0
 public CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i) : this(NQuantLibcPINVOKE.new_CubicZeroCurve__SWIG_2(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), Cubic.getCPtr(i)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
示例#7
0
 public CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding, Frequency frequency) : this(NQuantLibcPINVOKE.new_CubicZeroCurve__SWIG_0(DateVector.getCPtr(dates), DoubleVector.getCPtr(yields), DayCounter.getCPtr(dayCounter), Calendar.getCPtr(calendar), Cubic.getCPtr(i), (int)compounding, (int)frequency), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
示例#8
0
 public PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Cubic i) : this(NQuantLibcPINVOKE.new_PiecewiseCubicZero__SWIG_5(settlementDays, Calendar.getCPtr(calendar), RateHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), QuoteHandleVector.getCPtr(jumps), DateVector.getCPtr(jumpDates), accuracy, Cubic.getCPtr(i)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }