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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class EuropeanOption extends VanillaOption 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.Option
Option.Type
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Constructor Summary
Constructors Modifier Constructor Description protectedEuropeanOption(long cPtr, boolean cMemoryOwn)EuropeanOption(StrikedTypePayoff payoff, Exercise exercise)
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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(EuropeanOption obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.VanillaOption
getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, priceCurve
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Methods inherited from class org.quantlib.OneAssetOption
delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, 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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EuropeanOption
protected EuropeanOption(long cPtr, boolean cMemoryOwn)
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EuropeanOption
public EuropeanOption(StrikedTypePayoff payoff, Exercise exercise)
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Method Detail
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getCPtr
protected static long getCPtr(EuropeanOption obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classVanillaOption
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finalize
protected void finalize()
- Overrides:
finalizein classVanillaOption
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classVanillaOption
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