public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, uint xGrid, uint yGrid, uint tGrid, uint dampingSteps) : this(NQuantLibcPINVOKE.new_Fd2dBlackScholesVanillaEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(p1), GeneralizedBlackScholesProcess.getCPtr(p2), correlation, xGrid, yGrid, tGrid, dampingSteps), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FdBlackScholesAsianEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, uint aGrid) : this(NQuantLibcPINVOKE.new_FdBlackScholesAsianEngine(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, aGrid), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IntegralEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_IntegralEngine(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FDEuropeanEngine(GeneralizedBlackScholesProcess process, uint timeSteps, uint gridPoints) : this(NQuantLibcPINVOKE.new_FDEuropeanEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, gridPoints), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
{
double ret = NQuantLibcPINVOKE.DividendVanillaOption_impliedVolatility__SWIG_3(swigCPtr, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), accuracy);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public BinomialJRBarrierEngine(GeneralizedBlackScholesProcess arg0, uint steps) : this(NQuantLibcPINVOKE.new_BinomialJRBarrierEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(arg0), steps), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FDDividendAmericanEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_FDDividendAmericanEngineT__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FdSimpleBSSwingEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_FdSimpleBSSwingEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_MCPREuropeanEngine__SWIG_8(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public StulzEngine(GeneralizedBlackScholesProcess process1, GeneralizedBlackScholesProcess process2, double correlation) : this(NQuantLibcPINVOKE.new_StulzEngine(GeneralizedBlackScholesProcess.getCPtr(process1), GeneralizedBlackScholesProcess.getCPtr(process2), correlation), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FdSimpleBSSwingEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, FdmSchemeDesc schemeDesc) : this(NQuantLibcPINVOKE.new_FdSimpleBSSwingEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, FdmSchemeDesc.getCPtr(schemeDesc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AnalyticDiscreteGeometricAverageStrikeAsianEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_AnalyticDiscreteGeometricAverageStrikeAsianEngine(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate) : this(NQuantLibcPINVOKE.new_ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess.getCPtr(process), QuoteHandle.getCPtr(runningAverage), Date.getCPtr(startDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation) : this(NQuantLibcPINVOKE.new_Fd2dBlackScholesVanillaEngine__SWIG_7(GeneralizedBlackScholesProcess.getCPtr(p1), GeneralizedBlackScholesProcess.getCPtr(p2), correlation), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, string traits, bool brownianBridge) : this(NQuantLibcPINVOKE.new_MCDiscreteArithmeticAPEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process), traits, brownianBridge), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, bool brownianBridge, bool antitheticVariate) : this(NQuantLibcPINVOKE.new_MCPREuropeanEngine__SWIG_4(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AnalyticEuropeanEngine(GeneralizedBlackScholesProcess arg0) : this(NQuantLibcPINVOKE.new_AnalyticEuropeanEngine(GeneralizedBlackScholesProcess.getCPtr(arg0)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BinomialBarrierEngine(GeneralizedBlackScholesProcess process, string type, uint steps, uint max_steps) : this(NQuantLibcPINVOKE.new_BinomialBarrierEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), type, steps, max_steps), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FDDividendAmericanEngine(GeneralizedBlackScholesProcess process, uint timeSteps, uint gridPoints, bool timeDependent) : this(NQuantLibcPINVOKE.new_FDDividendAmericanEngineT__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, gridPoints, timeDependent), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCBarrierEngine(GeneralizedBlackScholesProcess process, string traits) : this(NQuantLibcPINVOKE.new_MCBarrierEngine__SWIG_9(GeneralizedBlackScholesProcess.getCPtr(process), traits), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation) : this(NQuantLibcPINVOKE.new_QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess.getCPtr(process), YieldTermStructureHandle.getCPtr(foreignRiskFreeRate), BlackVolTermStructureHandle.getCPtr(exchangeRateVolatility), QuoteHandle.getCPtr(correlation)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCBarrierEngine(GeneralizedBlackScholesProcess process, string traits, uint timeSteps, uint timeStepsPerYear, bool brownianBridge, bool antitheticVariate, int requiredSamples, double requiredTolerance) : this(NQuantLibcPINVOKE.new_MCBarrierEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process), traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public WulinYongDoubleBarrierEngine(GeneralizedBlackScholesProcess process, int series) : this(NQuantLibcPINVOKE.new_WulinYongDoubleBarrierEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), series), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCBarrierEngine(GeneralizedBlackScholesProcess process, string traits, uint timeSteps, uint timeStepsPerYear, bool brownianBridge) : this(NQuantLibcPINVOKE.new_MCBarrierEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process), traits, timeSteps, timeStepsPerYear, brownianBridge), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AnalyticDoubleBarrierEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_AnalyticDoubleBarrierEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, uint maxEvaluations)
{
double ret = NQuantLibcPINVOKE.BarrierOption_impliedVolatility__SWIG_2(swigCPtr, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), accuracy, maxEvaluations);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public AnalyticDigitalAmericanKOEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_AnalyticDigitalAmericanKOEngine(GeneralizedBlackScholesProcess.getCPtr(process)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, string traits, bool brownianBridge, bool antitheticVariate, bool controlVariate, int requiredSamples) : this(NQuantLibcPINVOKE.new_MCDiscreteArithmeticAPEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process), traits, brownianBridge, antitheticVariate, controlVariate, requiredSamples), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MCEuropeanEngine(GeneralizedBlackScholesProcess process, string traits, int timeSteps) : this(NQuantLibcPINVOKE.new_MCEuropeanEngine__SWIG_7(GeneralizedBlackScholesProcess.getCPtr(process), traits, timeSteps), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, uint xGrid, uint yGrid, uint tGrid, uint dampingSteps, FdmSchemeDesc schemeDesc, bool localVol, double illegalLocalVolOverwrite) : this(NQuantLibcPINVOKE.new_Fd2dBlackScholesVanillaEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(p1), GeneralizedBlackScholesProcess.getCPtr(p2), correlation, xGrid, yGrid, tGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), localVol, illegalLocalVolOverwrite), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}