C# (CSharp) DefaultProbabilityTermStructureHandle示例

示例#1

文件： IsdaCdsEngine.cs 项目： andrew-stakiwicz-r3/financial_derivatives_demo

 public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, bool includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix) : this(NQuantLibcPINVOKE.new_IsdaCdsEngine__SWIG_2(DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), includeSettlementDateFlows, (int)numericalFix), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#2

文件： IsdaCdsEngine.cs 项目： andrew-stakiwicz-r3/financial_derivatives_demo

 public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_IsdaCdsEngine__SWIG_4(DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#3

文件： IntegralCdsEngine.cs 项目： liujiamingustc/nquantlib64

 public IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, bool includeSettlementDateFlows) : this(NQuantLibcPINVOKE.new_IntegralCdsEngine__SWIG_0(Period.getCPtr(integrationStep), DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), includeSettlementDateFlows), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#4

 public BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle.getCPtr(arg0), recoveryRate, YieldTermStructureHandle.getCPtr(termStructure), QuoteHandle.getCPtr(vol)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#5

文件： CdsOption.cs 项目： andrew-stakiwicz-r3/financial_derivatives_demo

        public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, uint maxEvaluations, double minVol)
        {
            double ret = NQuantLibcPINVOKE.CdsOption_impliedVolatility__SWIG_1(swigCPtr, price, YieldTermStructureHandle.getCPtr(termStructure), DefaultProbabilityTermStructureHandle.getCPtr(arg2), recoveryRate, accuracy, maxEvaluations, minVol);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }

示例#6

文件： DefaultProbabilityTermStructureHandle.cs 项目： liujiamingustc/nquantlib64

 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DefaultProbabilityTermStructureHandle obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }

示例#7

文件： IntegralCdsEngine.cs 项目： minikie/test

 public IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_IntegralCdsEngine__SWIG_1(Period.getCPtr(integrationStep), DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

示例#8

文件： MidPointCdsEngine.cs 项目： minikie/test

 public MidPointCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_MidPointCdsEngine(DefaultProbabilityTermStructureHandle.getCPtr(probability), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

示例#9

文件： DefaultProbabilityTermStructureHandle.cs 项目： minikie/test

 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DefaultProbabilityTermStructureHandle obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }