- java.lang.Object
-
- org.quantlib.Payoff
-
- org.quantlib.TypePayoff
-
- org.quantlib.FloatingTypePayoff
-
- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FloatingTypePayoff extends TypePayoff implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
-
-
Constructor Summary
Constructors Modifier Constructor Description protectedFloatingTypePayoff(long cPtr, boolean cMemoryOwn)FloatingTypePayoff(Option.Type type)
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(FloatingTypePayoff obj)doublegetValue(double price)doublegetValue(double price, double strike)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.TypePayoff
getCPtr, optionType
-
-
-
-
Constructor Detail
-
FloatingTypePayoff
protected FloatingTypePayoff(long cPtr, boolean cMemoryOwn)
-
FloatingTypePayoff
public FloatingTypePayoff(Option.Type type)
-
-
Method Detail
-
getCPtr
protected static long getCPtr(FloatingTypePayoff obj)
-
swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classTypePayoff
-
finalize
protected void finalize()
- Overrides:
finalizein classTypePayoff
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classTypePayoff
-
getValue
public double getValue(double price, double strike)
-
-