Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Gaussian1dNonstandardSwaptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.Gaussian1dNonstandardSwaptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class Gaussian1dNonstandardSwaptionEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Gaussian1dNonstandardSwaptionEngine.Probabilities

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	Gaussian1dNonstandardSwaptionEngine(long cPtr, boolean cMemoryOwn)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, Gaussian1dNonstandardSwaptionEngine.Probabilities probabilities)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Gaussian1dNonstandardSwaptionEngine obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.PricingEngine

getCPtr

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

Gaussian1dNonstandardSwaptionEngine

protected Gaussian1dNonstandardSwaptionEngine(long cPtr,
                                              boolean cMemoryOwn)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation,
                                           QuoteHandle oas,
                                           YieldTermStructureHandle discountCurve,
                                           Gaussian1dNonstandardSwaptionEngine.Probabilities probabilities)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation,
                                           QuoteHandle oas,
                                           YieldTermStructureHandle discountCurve)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation,
                                           QuoteHandle oas)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model)

Method Detail

getCPtr

protected static long getCPtr(Gaussian1dNonstandardSwaptionEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PricingEngine

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Specified by:

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

Overrides:

delete in class PricingEngine