public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex, MarkovFunctionalSettings modelSettings) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), OptionletVolatilityStructureHandle.getCPtr(capletVol), DateVector.getCPtr(capletExpiries), IborIndex.getCPtr(iborIndex), MarkovFunctionalSettings.getCPtr(modelSettings)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(MarkovFunctionalSettings obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, MarkovFunctionalSettings modelSettings) : this(NQuantLibcPINVOKE.new_MarkovFunctional__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), reversion, DateVector.getCPtr(volstepdates), DoubleVector.getCPtr(volatilities), SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), DateVector.getCPtr(swaptionExpiries), PeriodVector.getCPtr(swaptionTenors), SwapIndex.getCPtr(swapIndexBase), MarkovFunctionalSettings.getCPtr(modelSettings)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
