public CPIBond(uint settlementDays, double faceAmount, bool growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_CPIBond__SWIG_6(settlementDays, faceAmount, growthOnly, baseCPI, Period.getCPtr(observationLag), ZeroInflationIndex.getCPtr(cpiIndex), (int)observationInterpolation, Schedule.getCPtr(schedule), DoubleVector.getCPtr(coupons), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CPISwap(_CPISwap.Type type, double nominal, bool subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, uint fixingDays, IborIndex floatIndexPtr, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndexPtr, CPI.InterpolationType observationInterpolation) : this(NQuantLibcPINVOKE.new_CPISwap__SWIG_1((int)type, nominal, subtractInflationNominal, spread, DayCounter.getCPtr(floatDayCount), Schedule.getCPtr(floatSchedule), (int)floatRoll, fixingDays, IborIndex.getCPtr(floatIndexPtr), fixedRate, baseCPI, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(fixedSchedule), (int)fixedRoll, Period.getCPtr(observationLag), ZeroInflationIndex.getCPtr(fixedIndexPtr), (int)observationInterpolation), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
