Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ForwardVanillaOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

org.quantlib.ForwardVanillaOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

QuantoForwardVanillaOption

public class ForwardVanillaOption
extends OneAssetOption
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
	ForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
protected	ForwardVanillaOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

ForwardVanillaOption

protected ForwardVanillaOption(long cPtr,
                               boolean cMemoryOwn)

ForwardVanillaOption

public ForwardVanillaOption(double moneyness,
                            Date resetDate,
                            StrikedTypePayoff payoff,
                            Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(ForwardVanillaOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class OneAssetOption

finalize

protected void finalize()

Overrides:

finalize in class OneAssetOption

delete

public void delete()

Specified by:

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

Overrides:

delete in class OneAssetOption