public AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType) : this(NQuantLibcPINVOKE.new_AndreasenHugeVolatilityInterpl__SWIG_6(CalibrationSet.getCPtr(calibrationSet), QuoteHandle.getCPtr(spot), YieldTermStructureHandle.getCPtr(rTS), YieldTermStructureHandle.getCPtr(qTS), (int)interpolationType), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, uint nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod) : this(NQuantLibcPINVOKE.new_AndreasenHugeVolatilityInterpl__SWIG_1(CalibrationSet.getCPtr(calibrationSet), QuoteHandle.getCPtr(spot), YieldTermStructureHandle.getCPtr(rTS), YieldTermStructureHandle.getCPtr(qTS), (int)interpolationType, (int)calibrationType, nGridPoints, minStrike, maxStrike, OptimizationMethod.getCPtr(optimizationMethod)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}