public ContinuousAveragingAsianOption(Average.Type averageType, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_ContinuousAveragingAsianOption((int)averageType, Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, uint pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DiscreteAveragingAsianOption((int)averageType, runningAccumulator, pastFixings, DateVector.getCPtr(fixingDates), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public DiscreteAveragingAsianOption(Average.Type averageType, double?runningAccumulator, int?pastFixings, List <Date> fixingDates, StrikedTypePayoff payoff, Exercise exercise) : base(payoff, exercise) { averageType_ = averageType; runningAccumulator_ = runningAccumulator; pastFixings_ = pastFixings; fixingDates_ = fixingDates; fixingDates_.Sort(); }
public ContinuousAveragingAsianOption(Average.Type averageType, StrikedTypePayoff payoff, Exercise exercise) : base(payoff, exercise) { averageType_ = averageType; }