private List<BootstrapHelper<ZeroInflationTermStructure>> makeHelpers(Datum[] iiData, int N, ZeroInflationIndex ii, Period observationLag, Calendar calendar, BusinessDayConvention bdc, DayCounter dc) { List <BootstrapHelper<ZeroInflationTermStructure>> instruments = new List<BootstrapHelper<ZeroInflationTermStructure>>(); for (int i = 0; i < N; i++) { Date maturity = iiData[i].date; Handle<Quote> quote = new Handle<Quote>(new SimpleQuote(iiData[i].rate / 100.0)); BootstrapHelper<ZeroInflationTermStructure> anInstrument = new ZeroCouponInflationSwapHelper(quote, observationLag, maturity, calendar, bdc, dc, ii); instruments.Add(anInstrument); } return instruments; }
private List <BootstrapHelper <ZeroInflationTermStructure> > makeHelpers(Datum[] iiData, int N, ZeroInflationIndex ii, Period observationLag, Calendar calendar, BusinessDayConvention bdc, DayCounter dc) { List <BootstrapHelper <ZeroInflationTermStructure> > instruments = new List <BootstrapHelper <ZeroInflationTermStructure> >(); for (int i = 0; i < N; i++) { Date maturity = iiData[i].date; Handle <Quote> quote = new Handle <Quote>(new SimpleQuote(iiData[i].rate / 100.0)); BootstrapHelper <ZeroInflationTermStructure> anInstrument = new ZeroCouponInflationSwapHelper(quote, observationLag, maturity, calendar, bdc, dc, ii); instruments.Add(anInstrument); } return(instruments); }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwapHelper obj) { return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr); }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwapHelper obj) { return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr; }