public VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, string type, bool adaptVanDelta, double bsPriceWithSmile, int series) : this(NQuantLibcPINVOKE.new_VannaVolgaDoubleBarrierEngine__SWIG_0(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS), type, adaptVanDelta, bsPriceWithSmile, series), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
public VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS) : this(NQuantLibcPINVOKE.new_VannaVolgaDoubleBarrierEngine__SWIG_4(DeltaVolQuoteHandle.getCPtr(atmVol), DeltaVolQuoteHandle.getCPtr(vol25Put), DeltaVolQuoteHandle.getCPtr(vol25Call), QuoteHandle.getCPtr(spotFX), YieldTermStructureHandle.getCPtr(domesticTS), YieldTermStructureHandle.getCPtr(foreignTS)), true) { if (NQuantLibcPINVOKE.SWIGPendingException.Pending) { throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve(); } }
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(DeltaVolQuoteHandle obj) { return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr); }