public GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_GarmanKohlagenProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(foreignRiskFreeTS), YieldTermStructureHandle.getCPtr(domesticRiskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation) : this(NQuantLibcPINVOKE.new_QuantoEuropeanEngine(GeneralizedBlackScholesProcess.getCPtr(process), YieldTermStructureHandle.getCPtr(foreignRiskFreeRate), BlackVolTermStructureHandle.getCPtr(exchangeRateVolatility), QuoteHandle.getCPtr(correlation)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_BlackProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility) : this(NQuantLibcPINVOKE.new_Merton76Process(QuoteHandle.getCPtr(stateVariable), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS), QuoteHandle.getCPtr(jumpIntensity), QuoteHandle.getCPtr(meanLogJump), QuoteHandle.getCPtr(jumpVolatility)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS) : this(NQuantLibcPINVOKE.new_GeneralizedBlackScholesProcess__SWIG_1(QuoteHandle.getCPtr(x0), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(blackVolTS), LocalVolTermStructureHandle.getCPtr(localVolTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying) : this(NQuantLibcPINVOKE.new_LocalVolSurface__SWIG_1(BlackVolTermStructureHandle.getCPtr(blackTS), YieldTermStructureHandle.getCPtr(riskFreeTS), YieldTermStructureHandle.getCPtr(dividendTS), underlying), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
