- java.lang.Object
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- org.quantlib.FloatingRateCouponPricer
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- org.quantlib.IborCouponPricer
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
BlackIborCouponPricer
public class IborCouponPricer extends FloatingRateCouponPricer implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedIborCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description OptionletVolatilityStructureHandlecapletVolatility()voiddelete()protected voidfinalize()protected static longgetCPtr(IborCouponPricer obj)voidsetCapletVolatility()voidsetCapletVolatility(OptionletVolatilityStructureHandle v)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.FloatingRateCouponPricer
capletPrice, capletRate, floorletPrice, floorletRate, getCPtr, swapletPrice, swapletRate
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Constructor Detail
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IborCouponPricer
protected IborCouponPricer(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(IborCouponPricer obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classFloatingRateCouponPricer
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finalize
protected void finalize()
- Overrides:
finalizein classFloatingRateCouponPricer
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classFloatingRateCouponPricer
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capletVolatility
public OptionletVolatilityStructureHandle capletVolatility()
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setCapletVolatility
public void setCapletVolatility(OptionletVolatilityStructureHandle v)
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setCapletVolatility
public void setCapletVolatility()
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