Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticHaganPricer

java.lang.Object

org.quantlib.FloatingRateCouponPricer

org.quantlib.CmsCouponPricer

org.quantlib.AnalyticHaganPricer

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AnalyticHaganPricer
extends CmsCouponPricer
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticHaganPricer(long cPtr, boolean cMemoryOwn)
	AnalyticHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AnalyticHaganPricer obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.CmsCouponPricer

getCPtr, setSwaptionVolatility, setSwaptionVolatility, swaptionVolatility

Methods inherited from class org.quantlib.FloatingRateCouponPricer

capletPrice, capletRate, floorletPrice, floorletRate, getCPtr, swapletPrice, swapletRate

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

AnalyticHaganPricer

protected AnalyticHaganPricer(long cPtr,
                              boolean cMemoryOwn)

AnalyticHaganPricer

public AnalyticHaganPricer(SwaptionVolatilityStructureHandle v,
                           GFunctionFactory.YieldCurveModel model,
                           QuoteHandle meanReversion)

Method Detail

getCPtr

protected static long getCPtr(AnalyticHaganPricer obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CmsCouponPricer

finalize

protected void finalize()

Overrides:

finalize in class CmsCouponPricer

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class CmsCouponPricer