public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_6(Date.getCPtr(exerciseDate), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure), (int)errorType, strike, nominal, (int)type, shift), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, bool includeFirstSwaplet, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType) : this(NQuantLibcPINVOKE.new_CapHelper__SWIG_0(Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), (int)fixedLegFrequency, DayCounter.getCPtr(fixedLegDayCounter), includeFirstSwaplet, YieldTermStructureHandle.getCPtr(termStructure), (int)errorType), 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, _CalibrationHelper.CalibrationErrorType errorType) : this(NQuantLibcPINVOKE.new_SwaptionHelper__SWIG_4(Period.getCPtr(maturity), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), IborIndex.getCPtr(index), Period.getCPtr(fixedLegTenor), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure), (int)errorType), 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, _CalibrationHelper.CalibrationErrorType errorType) : this(NQuantLibcPINVOKE.new_HestonModelHelper__SWIG_0(Period.getCPtr(maturity), Calendar.getCPtr(calendar), s0, strikePrice, QuoteHandle.getCPtr(volatility), YieldTermStructureHandle.getCPtr(riskFreeRate), YieldTermStructureHandle.getCPtr(dividendYield), (int)errorType), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
