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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
namespace QuantLib {
using System;
using System.Runtime.InteropServices;
public class NQuantLibc {
public static Matrix transpose(Matrix m) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.transpose(Matrix.getCPtr(m)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Matrix outerProduct(QlArray v1, QlArray v2) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.outerProduct(QlArray.getCPtr(v1), QlArray.getCPtr(v2)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Matrix pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.pseudoSqrt(Matrix.getCPtr(m), (int)a), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static int nullInt() {
int ret = NQuantLibcPINVOKE.nullInt();
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double nullDouble() {
double ret = NQuantLibcPINVOKE.nullDouble();
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector FixedRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, DoubleVector couponRates, DayCounter dayCount, DayCounter firstPeriodDayCount) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.FixedRateCouponVector__SWIG_0(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), DoubleVector.getCPtr(couponRates), DayCounter.getCPtr(dayCount), DayCounter.getCPtr(firstPeriodDayCount)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector FixedRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, DoubleVector couponRates, DayCounter dayCount) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.FixedRateCouponVector__SWIG_1(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), DoubleVector.getCPtr(couponRates), DayCounter.getCPtr(dayCount)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector FloatingRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.FloatingRateCouponVector__SWIG_0(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector FloatingRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.FloatingRateCouponVector__SWIG_1(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector ParCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.ParCouponVector__SWIG_0(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector ParCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.ParCouponVector__SWIG_1(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector InArrearIndexedCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.InArrearIndexedCouponVector__SWIG_0(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static CashFlowVector InArrearIndexedCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
CashFlowVector ret = new CashFlowVector(NQuantLibcPINVOKE.InArrearIndexedCouponVector__SWIG_1(Schedule.getCPtr(schedule), (int)paymentAdjustment, DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Matrix getCovariance(QlArray volatilities, Matrix correlations) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.getCovariance(QlArray.getCPtr(volatilities), Matrix.getCPtr(correlations)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static QlArray SymmetricEigenvalues(Matrix s) {
QlArray ret = new QlArray(NQuantLibcPINVOKE.SymmetricEigenvalues(Matrix.getCPtr(s)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Matrix SymmetricEigenvectors(Matrix s) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.SymmetricEigenvectors(Matrix.getCPtr(s)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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