public static object _CreateZARBermudanSwaption(string objectName, object[,] exerciseDates, object[,] longOptionality, object[,] startDate, object[,] tenor, object[,] rate, object[,] payFixed, object[,] notional) { try { Date[] _exerciseDates = XU.GetDate1D(exerciseDates, "exerciseDates"); Boolean _longOptionality = XU.GetBoolean0D(longOptionality, "longOptionality"); Date _startDate = XU.GetDate0D(startDate, "startDate"); Tenor _tenor = XU.GetTenor0D(tenor, "tenor"); Double _rate = XU.GetDouble0D(rate, "rate"); Boolean _payFixed = XU.GetBoolean0D(payFixed, "payFixed"); Double _notional = XU.GetDouble0D(notional, "notional"); BermudanSwaption _result = XLRates.CreateZARBermudanSwaption(_exerciseDates, _longOptionality, _startDate, _tenor, _rate, _payFixed, _notional); return(XU.AddObject(objectName, _result)); } catch (Exception e) { return(XU.Error0D(e)); } }
public static object _CreateZARSwap(string objectName, object[,] startDate, object[,] tenor, object[,] rate, object[,] payFixed, object[,] notional) { try { Date _startDate = XU.GetDate0D(startDate, "startDate"); Tenor _tenor = XU.GetTenor0D(tenor, "tenor"); Double _rate = XU.GetDouble0D(rate, "rate"); Boolean _payFixed = XU.GetBoolean0D(payFixed, "payFixed"); Double _notional = XU.GetDouble0D(notional, "notional"); IRSwap _result = XLRates.CreateZARSwap(_startDate, _tenor, _rate, _payFixed, _notional); return(XU.AddObject(objectName, _result)); } catch (Exception e) { return(XU.Error0D(e)); } }