Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FloatFloatSwaption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.FloatFloatSwaption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FloatFloatSwaption
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatFloatSwaption(long cPtr, boolean cMemoryOwn)
	FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise)
	FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery)
	FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery, Settlement.Method settlementMethod)

Method Summary

Modifier and Type	Method	Description
BlackCalibrationHelperVector	calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
void	delete()
protected void	finalize()
protected static long	getCPtr(FloatFloatSwaption obj)
DoubleVector	probabilities()
protected void	swigSetCMemOwn(boolean own)
FloatFloatSwap	underlyingSwap()
double	underlyingValue()

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

FloatFloatSwaption

protected FloatFloatSwaption(long cPtr,
                             boolean cMemoryOwn)

FloatFloatSwaption

public FloatFloatSwaption(FloatFloatSwap swap,
                          Exercise exercise,
                          Settlement.Type delivery,
                          Settlement.Method settlementMethod)

FloatFloatSwaption

public FloatFloatSwaption(FloatFloatSwap swap,
                          Exercise exercise,
                          Settlement.Type delivery)

FloatFloatSwaption

public FloatFloatSwaption(FloatFloatSwap swap,
                          Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(FloatFloatSwaption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

underlyingSwap

public FloatFloatSwap underlyingSwap()

calibrationBasket

public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex,
                                                      SwaptionVolatilityStructure swaptionVolatility,
                                                      String typeStr)

underlyingValue

public double underlyingValue()

probabilities

public DoubleVector probabilities()