- java.lang.Object
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- org.quantlib.FloatingRateCouponPricer
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
CmsCouponPricer,CmsSpreadCouponPricer,IborCouponPricer,SubPeriodsPricer
public class FloatingRateCouponPricer extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFloatingRateCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doublecapletPrice(double effectiveCap)doublecapletRate(double effectiveCap)voiddelete()protected voidfinalize()doublefloorletPrice(double effectiveFloor)doublefloorletRate(double effectiveFloor)protected static longgetCPtr(FloatingRateCouponPricer obj)doubleswapletPrice()doubleswapletRate()protected voidswigSetCMemOwn(boolean own)
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Constructor Detail
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FloatingRateCouponPricer
protected FloatingRateCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(FloatingRateCouponPricer obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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swapletPrice
public double swapletPrice()
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swapletRate
public double swapletRate()
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capletPrice
public double capletPrice(double effectiveCap)
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capletRate
public double capletRate(double effectiveCap)
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floorletPrice
public double floorletPrice(double effectiveFloor)
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floorletRate
public double floorletRate(double effectiveFloor)
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