/// <summary> /// Creates an instance. /// </summary> /// <param name="blackPricer"> the pricer for <seealso cref="ResolvedFxVanillaOptionTrade"/> using Black </param> /// <param name="vannaVolgaPricer"> the pricer for <seealso cref="ResolvedFxVanillaOptionTrade"/> using Vanna-Volga </param> internal FxVanillaOptionMeasureCalculations(BlackFxVanillaOptionTradePricer blackPricer, VannaVolgaFxVanillaOptionTradePricer vannaVolgaPricer) { this.blackPricer = ArgChecker.notNull(blackPricer, "blackPricer"); this.vannaVolgaPricer = ArgChecker.notNull(vannaVolgaPricer, "vannaVolgaPricer"); }
/// <summary> /// Creates an instance. /// <para> /// In most cases, applications should use the <seealso cref="#DEFAULT"/> instance. /// /// </para> /// </summary> /// <param name="blackPricer"> the pricer for <seealso cref="ResolvedFxVanillaOptionTrade"/> using Black </param> /// <param name="vannaVolgaPricer"> the pricer for <seealso cref="ResolvedFxVanillaOptionTrade"/> using Vanna-Volga </param> public FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer blackPricer, VannaVolgaFxVanillaOptionTradePricer vannaVolgaPricer) { this.calc = new FxVanillaOptionMeasureCalculations(blackPricer, vannaVolgaPricer); }