Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackCapFloorEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.BlackCapFloorEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackCapFloorEngine(long cPtr, boolean cMemoryOwn)
	BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
	BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol, double displacement)
	BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)
	BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc)
	BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc, double displacement)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackCapFloorEngine 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

BlackCapFloorEngine

protected BlackCapFloorEngine(long cPtr,
                              boolean cMemoryOwn)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           QuoteHandle vol,
                           DayCounter dc,
                           double displacement)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           QuoteHandle vol,
                           DayCounter dc)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           QuoteHandle vol)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           OptionletVolatilityStructureHandle vol,
                           double displacement)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           OptionletVolatilityStructureHandle vol)

Method Detail

getCPtr

protected static long getCPtr(BlackCapFloorEngine 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