Ejemplo n.º 1
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 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();
     }
 }
Ejemplo n.º 2
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 public BlackDeltaCalculator(Option.Type ot, _DeltaVolQuote.DeltaType dt, double spot, double dDiscount, double fDiscount, double stDev) : this(NQuantLibcPINVOKE.new_BlackDeltaCalculator((int)ot, (int)dt, spot, dDiscount, fDiscount, stDev), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }