- java.lang.Object
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- org.quantlib.FloatingRateCouponPricer
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- org.quantlib.CmsSpreadCouponPricer
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
LognormalCmsSpreadPricer
public class CmsSpreadCouponPricer extends FloatingRateCouponPricer implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedCmsSpreadCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description QuoteHandlecorrelation()voiddelete()protected voidfinalize()protected static longgetCPtr(CmsSpreadCouponPricer obj)voidsetCorrelation()voidsetCorrelation(QuoteHandle correlation)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.FloatingRateCouponPricer
capletPrice, capletRate, floorletPrice, floorletRate, getCPtr, swapletPrice, swapletRate
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Constructor Detail
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CmsSpreadCouponPricer
protected CmsSpreadCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(CmsSpreadCouponPricer obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classFloatingRateCouponPricer
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finalize
protected void finalize()
- Overrides:
finalizein classFloatingRateCouponPricer
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classFloatingRateCouponPricer
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correlation
public QuoteHandle correlation()
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setCorrelation
public void setCorrelation(QuoteHandle correlation)
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setCorrelation
public void setCorrelation()
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