Esempio n. 1
0
 public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_2(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SWIGTYPE_p_boost__optionalT_VolatilityType_t obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }