Exemple #1
0
 public ForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_ForwardVanillaOption(moneyness, Date.getCPtr(resetDate), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #2
0
 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 MinBasketPayoff(Payoff p) : this(NQuantLibcPINVOKE.new_MinBasketPayoff(Payoff.getCPtr(p)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public BasketOption(Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_BasketOption(Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true) {
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
 }
Exemple #5
0
 public AverageBasketPayoff(Payoff p, uint n) : this(NQuantLibcPINVOKE.new_AverageBasketPayoff__SWIG_1(Payoff.getCPtr(p), n), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #6
0
 public DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DoubleBarrierOption((int)barrierType, barrier_lo, barrier_hi, rebate, Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #7
0
 public AverageBasketPayoff(Payoff p, QlArray a) : this(NQuantLibcPINVOKE.new_AverageBasketPayoff__SWIG_0(Payoff.getCPtr(p), QlArray.getCPtr(a)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) : this(NQuantLibcPINVOKE.new_DividendVanillaOption(Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #9
0
 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 BlackCalculator(Payoff payoff, double forward, double stdDev) : this(NQuantLibcPINVOKE.new_BlackCalculator__SWIG_1(Payoff.getCPtr(payoff), forward, stdDev), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemple #11
0
 public VanillaSwingOption(Payoff payoff, SwingExercise ex, uint minExerciseRights, uint maxExerciseRights) : this(NQuantLibcPINVOKE.new_VanillaSwingOption(Payoff.getCPtr(payoff), SwingExercise.getCPtr(ex), minExerciseRights, maxExerciseRights), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }