- java.lang.Object
-
- org.quantlib.FloatingRateCouponPricer
-
- org.quantlib.CmsCouponPricer
-
- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
AnalyticHaganPricer,LinearTsrPricer,NumericHaganPricer
public class CmsCouponPricer extends FloatingRateCouponPricer implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
-
-
Constructor Summary
Constructors Modifier Constructor Description protectedCmsCouponPricer(long cPtr, boolean cMemoryOwn)
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(CmsCouponPricer obj)voidsetSwaptionVolatility()voidsetSwaptionVolatility(SwaptionVolatilityStructureHandle v)SwaptionVolatilityStructureHandleswaptionVolatility()protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.FloatingRateCouponPricer
capletPrice, capletRate, floorletPrice, floorletRate, getCPtr, swapletPrice, swapletRate
-
-
-
-
Constructor Detail
-
CmsCouponPricer
protected CmsCouponPricer(long cPtr, boolean cMemoryOwn)
-
-
Method Detail
-
getCPtr
protected static long getCPtr(CmsCouponPricer obj)
-
swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classFloatingRateCouponPricer
-
finalize
protected void finalize()
- Overrides:
finalizein classFloatingRateCouponPricer
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classFloatingRateCouponPricer
-
swaptionVolatility
public SwaptionVolatilityStructureHandle swaptionVolatility()
-
setSwaptionVolatility
public void setSwaptionVolatility(SwaptionVolatilityStructureHandle v)
-
setSwaptionVolatility
public void setSwaptionVolatility()
-
-