C# (CSharp) SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t示例

示例#1

文件： SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.cs 项目： x-xing/Quantlib-SWIG

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

示例#2

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

 public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, bool hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_2(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#3

文件： SwaptionVolCube1.cs 项目： minikie/test

 public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_2(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndexBase), SwapIndex.getCPtr(shortSwapIndexBase), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }

示例#4

 public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, bool vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, bool isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_SwaptionVolCube1__SWIG_2(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), PeriodVector.getCPtr(optionTenors), PeriodVector.getCPtr(swapTenors), DoubleVector.getCPtr(strikeSpreads), QuoteHandleVectorVector.getCPtr(volSpreads), SwapIndex.getCPtr(swapIndex), SwapIndex.getCPtr(shortSwapIndex), vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), BoolVector.getCPtr(isParameterFixed), isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#5

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

 public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, bool hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool isGammaFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, OptimizationMethod method, DayCounter dc) : this(NQuantLibcPINVOKE.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_0(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), OptimizationMethod.getCPtr(method), DayCounter.getCPtr(dc)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#6

 public ZabrFullFdInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool isGammaFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_ZabrFullFdInterpolatedSmileSection__SWIG_12(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#7

文件： DoubleExponentialCalibration.cs 项目： vivekfe/EliteQuant_Excel

 public DoubleExponentialCalibration(DoubleVector t, DoubleVector blackVols, double sigmaGuess, double b1Guess, double b2Guess, double lambdaGuess, bool sigmaIsFixed, bool b1IsFixed, bool b2IsFixed, bool lambdaIsFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_DoubleExponentialCalibration__SWIG_1(DoubleVector.getCPtr(t), DoubleVector.getCPtr(blackVols), sigmaGuess, b1Guess, b2Guess, lambdaGuess, sigmaIsFixed, b1IsFixed, b2IsFixed, lambdaIsFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }

示例#8

文件： SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.cs 项目： minikie/test

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

示例#9

文件： AbcdCalibration.cs 项目： vivekfe/EliteQuant_Excel

 public AbcdCalibration(DoubleVector t, DoubleVector blackVols, double aGuess, double bGuess, double cGuess, double dGuess, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) : this(NQuantLibcPINVOKE.new_AbcdCalibration__SWIG_1(DoubleVector.getCPtr(t), DoubleVector.getCPtr(blackVols), aGuess, bGuess, cGuess, dGuess, aIsFixed, bIsFixed, cIsFixed, dIsFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }