public CPISwap(_CPISwap.Type type, double nominal, bool subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, uint fixingDays, IborIndex floatIndexPtr, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndexPtr) : this(NQuantLibcPINVOKE.new_CPISwap__SWIG_2((int)type, nominal, subtractInflationNominal, spread, DayCounter.getCPtr(floatDayCount), Schedule.getCPtr(floatSchedule), (int)floatRoll, fixingDays, IborIndex.getCPtr(floatIndexPtr), fixedRate, baseCPI, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(fixedSchedule), (int)fixedRoll, Period.getCPtr(observationLag), ZeroInflationIndex.getCPtr(fixedIndexPtr)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_5(Period.getCPtr(maturity), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule) : this(NQuantLibcPINVOKE.new_ConvertibleFloatingRateBond__SWIG_1(Exercise.getCPtr(exercise), conversionRatio, DividendSchedule.getCPtr(dividends), CallabilitySchedule.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, IborIndex.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AssetSwap(bool payFixedRate, SWIGTYPE_p_boost__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, bool parAssetSwap) : this(NQuantLibcPINVOKE.new_AssetSwap__SWIG_0(payFixedRate, SWIGTYPE_p_boost__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), spread, Schedule.getCPtr(floatSchedule), DayCounter.getCPtr(floatingDayCount), parAssetSwap), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_16(Date.getCPtr(exerciseDate), Date.getCPtr(endDate), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure), (int)errorType), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MakeVanillaSwap(Period swapTenor, IborIndex index, double fixedRate, Period forwardStart) : this(NQuantLibcPINVOKE.new_MakeVanillaSwap(Period.getCPtr(swapTenor), IborIndex.getCPtr(index), fixedRate, Period.getCPtr(forwardStart)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(QuoteHandle rate, uint monthsToStart, IborIndex index, Pillar.Choice pillar) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_7(QuoteHandle.getCPtr(rate), monthsToStart, IborIndex.getCPtr(index), (int)pillar), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_3(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IBOROISBasisSwap(_IBOROISBasisSwap.Type type, double nominal, Schedule floatingSchedule, IborIndex iborIndex, DayCounter floatingDC, Schedule fixedSchedule, OvernightIndex overnightIndex, double spread, DayCounter fixedDC, BusinessDayConvention paymentConvention, bool arithmeticAveragedCoupon) : this(NQuantLibcPINVOKE.new_IBOROISBasisSwap__SWIG_0((int)type, nominal, Schedule.getCPtr(floatingSchedule), IborIndex.getCPtr(iborIndex), DayCounter.getCPtr(floatingDC), Schedule.getCPtr(fixedSchedule), OvernightIndex.getCPtr(overnightIndex), spread, DayCounter.getCPtr(fixedDC), (int)paymentConvention, arithmeticAveragedCoupon), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IBOROISBasisSwap(_IBOROISBasisSwap.Type type, double nominal, Schedule floatingSchedule, IborIndex iborIndex, DayCounter floatingDC, Schedule fixedSchedule, OvernightIndex overnightIndex, double spread, DayCounter fixedDC) : this(NQuantLibcPINVOKE.new_IBOROISBasisSwap__SWIG_2((int)type, nominal, Schedule.getCPtr(floatingSchedule), IborIndex.getCPtr(iborIndex), DayCounter.getCPtr(floatingDC), Schedule.getCPtr(fixedSchedule), OvernightIndex.getCPtr(overnightIndex), spread, DayCounter.getCPtr(fixedDC)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount) : this(NQuantLibcPINVOKE.new_NonstandardSwap__SWIG_3((int)type, DoubleVector.getCPtr(fixedNominal), DoubleVector.getCPtr(floatingNominal), Schedule.getCPtr(fixedSchedule), DoubleVector.getCPtr(fixedRate), DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), IborIndex.getCPtr(index), DoubleVector.getCPtr(gearing), DoubleVector.getCPtr(spread), DayCounter.getCPtr(floatDayCount)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, bool intermediateCapitalExchange, bool finalCapitalExchange, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_NonstandardSwap__SWIG_0((int)type, DoubleVector.getCPtr(fixedNominal), DoubleVector.getCPtr(floatingNominal), Schedule.getCPtr(fixedSchedule), DoubleVector.getCPtr(fixedRate), DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), IborIndex.getCPtr(index), DoubleVector.getCPtr(gearing), DoubleVector.getCPtr(spread), DayCounter.getCPtr(floatDayCount), intermediateCapitalExchange, finalCapitalExchange, (int)paymentConvention), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_3(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), OptionletVolatilityStructureHandle.getCPtr(capletVol), DateVector.getCPtr(capletExpiries), IborIndex.getCPtr(iborIndex)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FloatingRateBond(uint settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_6(settlementDays, faceAmount, Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_6(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index) : this(NQuantLibcPINVOKE.new_ForwardRateAgreement__SWIG_1(Date.getCPtr(valueDate), Date.getCPtr(maturityDate), (int)type, strikeForwardRate, notionalAmount, IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, uint maxIter, YieldTermStructureHandle discount) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_3(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index), switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(double rate, uint monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_9(rate, monthsToStart, IborIndex.getCPtr(index), (int)pillar, Date.getCPtr(customPillarDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_5(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index), switchStrikes, accuracy), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, bool includeFirstSwaplet, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_CapHelper__SWIG_1(Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), (int)fixedLegFrequency, DayCounter.getCPtr(fixedLegDayCounter), includeFirstSwaplet, YieldTermStructureHandle.getCPtr(termStructure)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index) : this(NQuantLibcPINVOKE.new_OptionletStripper1__SWIG_7(CapFloorTermVolSurface.getCPtr(parVolSurface), IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AssetSwap(bool payFixedRate, SWIGTYPE_p_boost__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread) : this(NQuantLibcPINVOKE.new_AssetSwap__SWIG_3(payFixedRate, SWIGTYPE_p_boost__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), spread), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IBOROISBasisRateHelper(int settlementDays, Period tenor, QuoteHandle overnightSpread, IborIndex iborIndex, OvernightIndex overnightIndex) : this(NQuantLibcPINVOKE.new_IBOROISBasisRateHelper__SWIG_1(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(overnightSpread), IborIndex.getCPtr(iborIndex), OvernightIndex.getCPtr(overnightIndex)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(double rate, uint monthsToStart, IborIndex index) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_3(rate, monthsToStart, IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FloatingRateBond(uint settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_9(settlementDays, faceAmount, Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_6(Date.getCPtr(exerciseDate), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure), (int)errorType, strike, nominal, (int)type, shift), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FloatingRateBond(uint settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool inArrears, double redemption, Date issueDate) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_0(settlementDays, faceAmount, Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(paymentDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), inArrears, redemption, Date.getCPtr(issueDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IBORBasisRateHelper(int settlementDays, Period tenor, QuoteHandle basis, IborIndex baseLegIborIndex, IborIndex basisLegIborIndex) : this(NQuantLibcPINVOKE.new_IBORBasisRateHelper__SWIG_1(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(basis), IborIndex.getCPtr(baseLegIborIndex), IborIndex.getCPtr(basisLegIborIndex)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public VanillaSwap(_VanillaSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount) : this(NQuantLibcPINVOKE.new_VanillaSwap((int)type, nominal, Schedule.getCPtr(fixedSchedule), fixedRate, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), IborIndex.getCPtr(index), spread, DayCounter.getCPtr(floatingDayCount)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}