Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class DividendBarrierOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

org.quantlib.BarrierOption

org.quantlib.DividendBarrierOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class DividendBarrierOption
extends BarrierOption
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

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

Option.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	DividendBarrierOption(long cPtr, boolean cMemoryOwn)
	DividendBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)

Method Summary

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

Methods inherited from class org.quantlib.BarrierOption

getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility

Methods inherited from class org.quantlib.OneAssetOption

delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, vega

Methods inherited from class org.quantlib.Option

exercise, getCPtr, payoff

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

DividendBarrierOption

protected DividendBarrierOption(long cPtr,
                                boolean cMemoryOwn)

DividendBarrierOption

public DividendBarrierOption(Barrier.Type barrierType,
                             double barrier,
                             double rebate,
                             StrikedTypePayoff payoff,
                             Exercise exercise,
                             DateVector dividendDates,
                             DoubleVector dividends)

Method Detail

getCPtr

protected static long getCPtr(DividendBarrierOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BarrierOption

finalize

protected void finalize()

Overrides:

finalize in class BarrierOption

delete

public void delete()

Specified by:

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

Overrides:

delete in class BarrierOption