Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BachelierSwaptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.BachelierSwaptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BachelierSwaptionEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BachelierSwaptionEngine(long cPtr, boolean cMemoryOwn)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)

Method Summary

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

Methods inherited from class org.quantlib.PricingEngine

getCPtr

Methods inherited from class org.quantlib.Observable

getCPtr

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

BachelierSwaptionEngine

protected BachelierSwaptionEngine(long cPtr,
                                  boolean cMemoryOwn)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               QuoteHandle vol,
                               DayCounter dc)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               QuoteHandle vol)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               SwaptionVolatilityStructureHandle v)

Method Detail

getCPtr

protected static long getCPtr(BachelierSwaptionEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PricingEngine

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Specified by:

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

Overrides:

delete in class PricingEngine