public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_4(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_8(QuoteHandle.getCPtr(price), Date.getCPtr(iborStartDate), Date.getCPtr(iborEndDate), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_14(QuoteHandle.getCPtr(price), Date.getCPtr(iborStartDate), IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackConstantVol__SWIG_1(Date.getCPtr(referenceDate), Calendar.getCPtr(c), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle) : this(NQuantLibcPINVOKE.new_ZeroSpreadedTermStructure(YieldTermStructureHandle.getCPtr(curveHandle), QuoteHandle.getCPtr(spreadHandle)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_1(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule) : this(NQuantLibcPINVOKE.new_ConvertibleZeroCouponBond__SWIG_1(Exercise.getCPtr(exercise), conversionRatio, DividendSchedule.getCPtr(dividends), CallabilitySchedule.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates, uint paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_3(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates, paymentLag, (int)paymentConvention, (int)paymentFrequency), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_6(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DeltaVolQuote(QuoteHandle vol, _DeltaVolQuote.DeltaType deltaType, double maturity, _DeltaVolQuote.AtmType atmType) : this(NQuantLibcPINVOKE.new_DeltaVolQuote__SWIG_1(QuoteHandle.getCPtr(vol), (int)deltaType, maturity, (int)atmType), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho) : this(NQuantLibcPINVOKE.new_HestonProcess(YieldTermStructureHandle.getCPtr(riskFreeTS), YieldTermStructureHandle.getCPtr(dividendTS), QuoteHandle.getCPtr(s0), v0, kappa, theta, sigma, rho), 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 ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwapHelper__SWIG_1(QuoteHandle.getCPtr(quote), Period.getCPtr(lag), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)bcd, DayCounter.getCPtr(dayCounter), ZeroInflationIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc) : this(NQuantLibcPINVOKE.new_ConstantSwaptionVolatility__SWIG_1(Date.getCPtr(referenceDate), Calendar.getCPtr(cal), (int)bdc, QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS) : this(NQuantLibcPINVOKE.new_VannaVolgaBarrierEngine__SWIG_2(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle.getCPtr(arg0), recoveryRate, YieldTermStructureHandle.getCPtr(termStructure), QuoteHandle.getCPtr(vol)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield) : this(NQuantLibcPINVOKE.new_HestonModelHelper__SWIG_1(Period.getCPtr(maturity), Calendar.getCPtr(calendar), s0, strikePrice, QuoteHandle.getCPtr(volatility), YieldTermStructureHandle.getCPtr(riskFreeRate), YieldTermStructureHandle.getCPtr(dividendYield)), 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 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, double redemption) : this(NQuantLibcPINVOKE.new_ConvertibleFloatingRateBond__SWIG_0(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), redemption), 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 BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_BlackScholesProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), 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 BlackConstantVol(uint settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackConstantVol__SWIG_3(settlementDays, Calendar.getCPtr(calendar), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public ConstantOptionletVolatility(uint settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_ConstantOptionletVolatility__SWIG_3(settlementDays, Calendar.getCPtr(cal), (int)bdc, QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_2(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_2(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_12(QuoteHandle.getCPtr(price), Date.getCPtr(iborStartDate), IborIndex.getCPtr(index), QuoteHandle.getCPtr(convexityAdjustment), (int)type), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_1(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date iborStartDate, uint nMonths, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_2(QuoteHandle.getCPtr(price), Date.getCPtr(iborStartDate), nMonths, Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_1(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}