Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CmsSpreadCouponPricer

java.lang.Object

org.quantlib.FloatingRateCouponPricer

org.quantlib.CmsSpreadCouponPricer

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

LognormalCmsSpreadPricer

public class CmsSpreadCouponPricer
extends FloatingRateCouponPricer
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CmsSpreadCouponPricer(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
QuoteHandle	correlation()
void	delete()
protected void	finalize()
protected static long	getCPtr(CmsSpreadCouponPricer obj)
void	setCorrelation()
void	setCorrelation(QuoteHandle correlation)
protected void	swigSetCMemOwn(boolean own)

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

CmsSpreadCouponPricer

protected CmsSpreadCouponPricer(long cPtr,
                                boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CmsSpreadCouponPricer obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FloatingRateCouponPricer

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCouponPricer

delete

public void delete()

Specified by:

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

Overrides:

delete in class FloatingRateCouponPricer

correlation

public QuoteHandle correlation()

setCorrelation

public void setCorrelation(QuoteHandle correlation)

setCorrelation

public void setCorrelation()