public YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar) : this(NQuantLibcPINVOKE.new_YearOnYearInflationSwap__SWIG_1((int)type, nominal, Schedule.getCPtr(fixedSchedule), fixedRate, DayCounter.getCPtr(fixedDayCounter), Schedule.getCPtr(yoySchedule), YoYInflationIndex.getCPtr(index), Period.getCPtr(lag), spread, DayCounter.getCPtr(yoyDayCounter), Calendar.getCPtr(paymentCalendar)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public YearOnYearInflationSwapHelper(double rate, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index) : this(NQuantLibcPINVOKE.new_YearOnYearInflationSwapHelper(rate, Period.getCPtr(lag), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)bdc, DayCounter.getCPtr(dayCounter), YoYInflationIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public YearOnYearInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index, YieldTermStructureHandle nominalTS) : this(NQuantLibcPINVOKE.new_YearOnYearInflationSwapHelper__SWIG_0(QuoteHandle.getCPtr(quote), Period.getCPtr(lag), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)bdc, DayCounter.getCPtr(dayCounter), YoYInflationIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(nominalTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
