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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.33
*
* 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 Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount) {
Leg ret = new Leg(NQuantLibcPINVOKE.FixedRateLeg(Schedule.getCPtr(schedule), DayCounter.getCPtr(dayCount), DoubleVector.getCPtr(nominals), DoubleVector.getCPtr(couponRates), (int)paymentAdjustment, DayCounter.getCPtr(firstPeriodDayCount)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool isInArrears) {
Leg ret = new Leg(NQuantLibcPINVOKE.IborLeg(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t.getCPtr(fixingDays), DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), isInArrears), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool isInArrears) {
Leg ret = new Leg(NQuantLibcPINVOKE.CmsLeg(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), SwapIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t.getCPtr(fixingDays), DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), isInArrears), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) {
Leg ret = new Leg(NQuantLibcPINVOKE.CmsZeroLeg(DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), SwapIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, SWIGTYPE_p_std__vectorTunsigned_int_t.getCPtr(fixingDays), DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors)), 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;
}
}
}
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