public ContinuousAveragingAsianOption(Average.Type averageType, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_ContinuousAveragingAsianOption((int)averageType, Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, uint pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise) : this(NQuantLibcPINVOKE.new_DiscreteAveragingAsianOption((int)averageType, runningAccumulator, pastFixings, DateVector.getCPtr(fixingDates), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public DiscreteAveragingAsianOption(Average.Type averageType, double?runningAccumulator, int?pastFixings, List <Date> fixingDates, StrikedTypePayoff payoff, Exercise exercise)
: base(payoff, exercise)
{
averageType_ = averageType;
runningAccumulator_ = runningAccumulator;
pastFixings_ = pastFixings;
fixingDates_ = fixingDates;
fixingDates_.Sort();
}
public ContinuousAveragingAsianOption(Average.Type averageType, StrikedTypePayoff payoff, Exercise exercise) : base(payoff, exercise)
{
averageType_ = averageType;
}
