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//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 3.0.12
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------
namespace QuantLib {
public class NoArbSabrInterpolatedSmileSection : SmileSection {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal NoArbSabrInterpolatedSmileSection(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(NoArbSabrInterpolatedSmileSection obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~NoArbSabrInterpolatedSmileSection() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_NoArbSabrInterpolatedSmileSection(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
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, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method, DayCounter dc) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_0(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), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
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, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_1(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), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
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();
}
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) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_3(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), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
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) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_4(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
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) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_5(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
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) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_6(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, bool hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, bool isAlphaFixed) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_7(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho, isAlphaFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, bool hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_8(Date.getCPtr(optionDate), QuoteHandle.getCPtr(forward), DoubleVector.getCPtr(strikes), hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), QuoteHandleVector.getCPtr(volHandles), alpha, beta, nu, rho), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, 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, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method, DayCounter dc) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_9(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, 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, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t method) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_10(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(method)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, 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_11(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), 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();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed, bool vegaWeighted) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_12(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed, bool isRhoFixed) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_13(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, bool isAlphaFixed, bool isBetaFixed, bool isNuFixed) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_14(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, bool isAlphaFixed, bool isBetaFixed) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_15(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed, isBetaFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, bool isAlphaFixed) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_16(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho, isAlphaFixed), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, bool hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho) : this(NQuantLibcPINVOKE.new_NoArbSabrInterpolatedSmileSection__SWIG_17(Date.getCPtr(optionDate), forward, DoubleVector.getCPtr(strikes), hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), alpha, beta, nu, rho), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double alpha() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_alpha(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double beta() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_beta(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double nu() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_nu(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double rho() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_rho(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double rmsError() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_rmsError(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxError() {
double ret = NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_maxError(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public EndCriteria.Type endCriteria() {
EndCriteria.Type ret = (EndCriteria.Type)NQuantLibcPINVOKE.NoArbSabrInterpolatedSmileSection_endCriteria(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
