Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Cap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.CapFloor

org.quantlib.Cap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class Cap
extends CapFloor
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.CapFloor

CapFloor.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	Cap(long cPtr, boolean cMemoryOwn)
	Cap(Leg leg, DoubleVector capRates)

Method Summary

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

Methods inherited from class org.quantlib.CapFloor

atmRate, capRates, floatingLeg, floorRates, getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, maturityDate, optionletsAtmForward, optionletsDelta, optionletsDiscountFactor, optionletsPrice, optionletsStdDev, optionletsVega, startDate, type, vega

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

Cap

protected Cap(long cPtr,
              boolean cMemoryOwn)

Cap

public Cap(Leg leg,
           DoubleVector capRates)

Method Detail

getCPtr

protected static long getCPtr(Cap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CapFloor

finalize

protected void finalize()

Overrides:

finalize in class CapFloor

delete

public void delete()

Specified by:

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

Overrides:

delete in class CapFloor