Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackCdsOptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.BlackCdsOptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackCdsOptionEngine(long cPtr, boolean cMemoryOwn)
	BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackCdsOptionEngine obj)
protected void	swigSetCMemOwn(boolean own)
YieldTermStructureHandle	termStructure()
QuoteHandle	volatility()

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

BlackCdsOptionEngine

protected BlackCdsOptionEngine(long cPtr,
                               boolean cMemoryOwn)

BlackCdsOptionEngine

public BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0,
                            double recoveryRate,
                            YieldTermStructureHandle termStructure,
                            QuoteHandle vol)

Method Detail

getCPtr

protected static long getCPtr(BlackCdsOptionEngine 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

termStructure

public YieldTermStructureHandle termStructure()

volatility

public QuoteHandle volatility()