Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackIborCouponPricer

java.lang.Object

org.quantlib.FloatingRateCouponPricer

org.quantlib.IborCouponPricer

org.quantlib.BlackIborCouponPricer

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BlackIborCouponPricer
extends IborCouponPricer
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	BlackIborCouponPricer.TimingAdjustment

Constructor Summary

Constructors

Modifier	Constructor	Description
	BlackIborCouponPricer()
protected	BlackIborCouponPricer(long cPtr, boolean cMemoryOwn)
	BlackIborCouponPricer(OptionletVolatilityStructureHandle v)
	BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment)
	BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation)
	BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation, OptionalBool useIndexedCoupon)

Method Summary

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

Methods inherited from class org.quantlib.IborCouponPricer

capletVolatility, getCPtr, setCapletVolatility, setCapletVolatility

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

BlackIborCouponPricer

protected BlackIborCouponPricer(long cPtr,
                                boolean cMemoryOwn)

BlackIborCouponPricer

public BlackIborCouponPricer(OptionletVolatilityStructureHandle v,
                             BlackIborCouponPricer.TimingAdjustment timingAdjustment,
                             QuoteHandle correlation,
                             OptionalBool useIndexedCoupon)

BlackIborCouponPricer

public BlackIborCouponPricer(OptionletVolatilityStructureHandle v,
                             BlackIborCouponPricer.TimingAdjustment timingAdjustment,
                             QuoteHandle correlation)

BlackIborCouponPricer

public BlackIborCouponPricer(OptionletVolatilityStructureHandle v,
                             BlackIborCouponPricer.TimingAdjustment timingAdjustment)

BlackIborCouponPricer

public BlackIborCouponPricer(OptionletVolatilityStructureHandle v)

BlackIborCouponPricer

public BlackIborCouponPricer()

Method Detail

getCPtr

protected static long getCPtr(BlackIborCouponPricer obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class IborCouponPricer

finalize

protected void finalize()

Overrides:

finalize in class IborCouponPricer

delete

public void delete()

Specified by:

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

Overrides:

delete in class IborCouponPricer