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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class Cap extends CapFloor implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
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Nested classes/interfaces inherited from class org.quantlib.CapFloor
CapFloor.Type
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Constructor Summary
Constructors Modifier Constructor Description protectedCap(long cPtr, boolean cMemoryOwn)Cap(Leg leg, DoubleVector capRates)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(Cap obj)protected voidswigSetCMemOwn(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
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Methods inherited from class org.quantlib.Instrument
errorEstimate, getCPtr, isExpired, NPV, setPricingEngine
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Methods inherited from class org.quantlib.LazyObject
alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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Cap
protected Cap(long cPtr, boolean cMemoryOwn)
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Cap
public Cap(Leg leg, DoubleVector capRates)
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Method Detail
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classCapFloor
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