public OvernightIndexedSwap(_OvernightIndexedSwap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, double spread, uint paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, bool telescopicValueDates) : this(NQuantLibcPINVOKE.new_OvernightIndexedSwap__SWIG_6((int)type, DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), fixedRate, DayCounter.getCPtr(fixedDC), OvernightIndex.getCPtr(overnightIndex), spread, paymentLag, (int)paymentAdjustment, Calendar.getCPtr(paymentCalendar), telescopicValueDates), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OvernightIndexedSwap(_OvernightIndexedSwap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex) : this(NQuantLibcPINVOKE.new_OvernightIndexedSwap__SWIG_5((int)type, nominal, Schedule.getCPtr(schedule), fixedRate, DayCounter.getCPtr(fixedDC), OvernightIndex.getCPtr(overnightIndex)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OvernightIndexedSwap(_OvernightIndexedSwap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, double spread, uint paymentLag, BusinessDayConvention paymentAdjustment) : this(NQuantLibcPINVOKE.new_OvernightIndexedSwap__SWIG_2((int)type, nominal, Schedule.getCPtr(schedule), fixedRate, DayCounter.getCPtr(fixedDC), OvernightIndex.getCPtr(overnightIndex), spread, paymentLag, (int)paymentAdjustment), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OvernightIndexedSwap(_OvernightIndexedSwap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, double spread, uint paymentLag) : this(NQuantLibcPINVOKE.new_OvernightIndexedSwap__SWIG_9((int)type, DoubleVector.getCPtr(nominals), Schedule.getCPtr(schedule), fixedRate, DayCounter.getCPtr(fixedDC), OvernightIndex.getCPtr(overnightIndex), spread, paymentLag), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public _OvernightIndexedSwap.Type type()
{
_OvernightIndexedSwap.Type ret = (_OvernightIndexedSwap.Type)NQuantLibcPINVOKE.OvernightIndexedSwap_type(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
