Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class IntegralCdsEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.IntegralCdsEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	IntegralCdsEngine(long cPtr, boolean cMemoryOwn)
	IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)
	IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(IntegralCdsEngine 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

IntegralCdsEngine

protected IntegralCdsEngine(long cPtr,
                            boolean cMemoryOwn)

IntegralCdsEngine

public IntegralCdsEngine(Period integrationStep,
                         DefaultProbabilityTermStructureHandle probability,
                         double recoveryRate,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows)

IntegralCdsEngine

public IntegralCdsEngine(Period integrationStep,
                         DefaultProbabilityTermStructureHandle probability,
                         double recoveryRate,
                         YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(IntegralCdsEngine 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