public BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackConstantVol__SWIG_1(Date.getCPtr(referenceDate), Calendar.getCPtr(c), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(QuoteHandle rate, uint monthsToStart, uint monthsToEnd, uint fixingDays, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), monthsToStart, monthsToEnd, fixingDays, Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(QuoteHandle rate, uint monthsToStart, IborIndex index) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_2(QuoteHandle.getCPtr(rate), monthsToStart, IborIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_GarmanKohlagenProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(foreignRiskFreeTS), YieldTermStructureHandle.getCPtr(domesticRiskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public VarianceGammaProcess(QuoteHandle s0, YieldTermStructureHandle dividendYield, YieldTermStructureHandle riskFreeRate, double sigma, double nu, double theta) : this(NQuantLibcPINVOKE.new_VarianceGammaProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(dividendYield), YieldTermStructureHandle.getCPtr(riskFreeRate), sigma, nu, theta), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_9(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_14(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_8(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates, uint paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_3(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates, paymentLag, (int)paymentConvention, (int)paymentFrequency), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date immDate, IborIndex index, QuoteHandle convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_4(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), IborIndex.getCPtr(index), QuoteHandle.getCPtr(convexityAdjustment)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BondHelper(QuoteHandle cleanPrice, Bond bond) : this(NQuantLibcPINVOKE.new_BondHelper__SWIG_1(QuoteHandle.getCPtr(cleanPrice), Bond.getCPtr(bond)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date immDate, Date endDate, DayCounter dayCounter, QuoteHandle convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_3(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), Date.getCPtr(endDate), DayCounter.getCPtr(dayCounter), QuoteHandle.getCPtr(convexityAdjustment)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FuturesRateHelper(QuoteHandle price, Date immDate, uint nMonths, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_0(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter), QuoteHandle.getCPtr(convexityAdjustment)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DeltaVolQuote(QuoteHandle vol, DeltaVolQuote.DeltaType deltaType, double maturity, DeltaVolQuote.AtmType atmType) : this(NQuantLibcPINVOKE.new_DeltaVolQuote__SWIG_1(QuoteHandle.getCPtr(vol), (int)deltaType, maturity, (int)atmType), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BlackConstantVol(uint settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackConstantVol__SWIG_3(settlementDays, Calendar.getCPtr(calendar), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, bool telescopicValueDates) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_6(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve), telescopicValueDates), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public BachelierCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BachelierCapFloorEngine__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), QuoteHandle.getCPtr(vol)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FraRateHelper(QuoteHandle rate, uint monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_6(QuoteHandle.getCPtr(rate), monthsToStart, IborIndex.getCPtr(index), (int)pillar, Date.getCPtr(customPillarDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_12(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve) : this(NQuantLibcPINVOKE.new_LinearTsrPricer__SWIG_1(SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), QuoteHandle.getCPtr(meanReversion), YieldTermStructureHandle.getCPtr(couponDiscountCurve)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion) : this(NQuantLibcPINVOKE.new_LinearTsrPricer__SWIG_2(SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), QuoteHandle.getCPtr(meanReversion)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho) : this(NQuantLibcPINVOKE.new_HestonProcess(YieldTermStructureHandle.getCPtr(riskFreeTS), YieldTermStructureHandle.getCPtr(dividendTS), QuoteHandle.getCPtr(s0), v0, kappa, theta, sigma, rho), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public VarianceGammaProcess(QuoteHandle s0, YieldTermStructureHandle dividendYield, YieldTermStructureHandle riskFreeRate, double sigma, double nu, double theta) : this(NQuantLibcPINVOKE.new_VarianceGammaProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(dividendYield), YieldTermStructureHandle.getCPtr(riskFreeRate), sigma, nu, theta), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_2(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_LocalConstantVol__SWIG_3(settlementDays, Calendar.getCPtr(calendar), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FlatForward__SWIG_8(settlementDays, Calendar.getCPtr(calendar), QuoteHandle.getCPtr(forward), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FlatHazardRate(int settlementDays, Calendar calendar, QuoteHandle hazardRate, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FlatHazardRate__SWIG_0(settlementDays, Calendar.getCPtr(calendar), QuoteHandle.getCPtr(hazardRate), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_1(Period.getCPtr(maturity), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield) : this(NQuantLibcPINVOKE.new_HestonModelHelper__SWIG_1(Period.getCPtr(maturity), Calendar.getCPtr(calendar), s0, strikePrice, QuoteHandle.getCPtr(volatility), YieldTermStructureHandle.getCPtr(riskFreeRate), YieldTermStructureHandle.getCPtr(dividendYield)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BondHelper(QuoteHandle cleanPrice, Bond bond) : this(NQuantLibcPINVOKE.new_BondHelper__SWIG_1(QuoteHandle.getCPtr(cleanPrice), Bond.getCPtr(bond)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_14(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_9(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public QuoteHandle s0() {
QuoteHandle ret = new QuoteHandle(NQuantLibcPINVOKE.HestonProcess_s0(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackCapFloorEngine__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), QuoteHandle.getCPtr(vol)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public QuoteHandle quote() {
QuoteHandle ret = new QuoteHandle(NQuantLibcPINVOKE.RateHelper_quote(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule) : this(NQuantLibcPINVOKE.new_ConvertibleFloatingRateBond__SWIG_1(Exercise.getCPtr(exercise), conversionRatio, DividendSchedule.getCPtr(dividends), CallabilitySchedule.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, IborIndex.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate) : this(NQuantLibcPINVOKE.new_ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess.getCPtr(process), QuoteHandle.getCPtr(runningAverage), Date.getCPtr(startDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_LocalConstantVol__SWIG_1(Date.getCPtr(referenceDate), QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FlatHazardRate(Date todaysDate, QuoteHandle hazardRate, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FlatHazardRate__SWIG_1(Date.getCPtr(todaysDate), QuoteHandle.getCPtr(hazardRate), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency) : this(NQuantLibcPINVOKE.new_FlatForward__SWIG_0(Date.getCPtr(referenceDate), QuoteHandle.getCPtr(forward), DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FlatForward__SWIG_2(Date.getCPtr(referenceDate), QuoteHandle.getCPtr(forward), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FraRateHelper(QuoteHandle rate, uint monthsToStart, IborIndex index) : this(NQuantLibcPINVOKE.new_FraRateHelper__SWIG_2(QuoteHandle.getCPtr(rate), monthsToStart, IborIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackSwaptionEngine__SWIG_0(YieldTermStructureHandle.getCPtr(discountCurve), QuoteHandle.getCPtr(vol)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Stock(QuoteHandle quote) : this(NQuantLibcPINVOKE.new_Stock(QuoteHandle.getCPtr(quote)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_6(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_0(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_12(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public OISRateHelper(uint settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index) : this(NQuantLibcPINVOKE.new_OISRateHelper__SWIG_1(settlementDays, Period.getCPtr(tenor), QuoteHandle.getCPtr(rate), OvernightIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion) : this(NQuantLibcPINVOKE.new_NumericHaganPricer__SWIG_3(SwaptionVolatilityStructureHandle.getCPtr(v), (int)model, QuoteHandle.getCPtr(meanReversion)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public ConstantOptionletVolatility(uint settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_ConstantOptionletVolatility__SWIG_3(settlementDays, Calendar.getCPtr(cal), (int)bdc, QuoteHandle.getCPtr(volatility), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}