示例#1
0
        public static RealTimeSeries extractComponent(IntervalPriceTimeSeries arg0, IntervalPrice.Type t)
        {
            RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.IntervalPrice_extractComponent(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
示例#2
0
        public RealTimeSeries calculate(IntervalPriceTimeSeries arg0)
        {
            RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.ParkinsonSigma_calculate(swigCPtr, IntervalPriceTimeSeries.getCPtr(arg0)), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
示例#3
0
        public static DoubleVector extractValues(IntervalPriceTimeSeries arg0, IntervalPrice.Type t)
        {
            DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.IntervalPrice_extractValues(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);

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