public EuropeanOption(StrikedTypePayoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_EuropeanOption(StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DoubleBarrierOption((int)barrierType, barrier_lo, barrier_hi, rebate, StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_ForwardVanillaOption(moneyness, Date.getCPtr(resetDate), StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackCalculator(StrikedTypePayoff payoff, double forward, double stdDev) : this(NQuantLibcPINVOKE.new_BlackCalculator__SWIG_1(StrikedTypePayoff.getCPtr(payoff), forward, stdDev), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ContinuousAveragingAsianOption(Average.Type averageType, StrikedTypePayoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_ContinuousAveragingAsianOption((int)averageType, StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, uint pastFixings, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DiscreteAveragingAsianOption((int)averageType, runningAccumulator, pastFixings, DateVector.getCPtr(fixingDates), StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) : this(NQuantLibcPINVOKE.new_DividendVanillaOption(StrikedTypePayoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}