Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class IsdaCdsEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.IsdaCdsEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	IsdaCdsEngine.AccrualBias
static class	IsdaCdsEngine.ForwardsInCouponPeriod
static class	IsdaCdsEngine.NumericalFix

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	IsdaCdsEngine(long cPtr, boolean cMemoryOwn)
	IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)
	IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)
	IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix)
	IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias)
	IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias, IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod)

Method Summary

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

IsdaCdsEngine

protected IsdaCdsEngine(long cPtr,
                        boolean cMemoryOwn)

IsdaCdsEngine

public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability,
                     double recoveryRate,
                     YieldTermStructureHandle discountCurve,
                     boolean includeSettlementDateFlows,
                     IsdaCdsEngine.NumericalFix numericalFix,
                     IsdaCdsEngine.AccrualBias accrualBias,
                     IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod)

IsdaCdsEngine

public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability,
                     double recoveryRate,
                     YieldTermStructureHandle discountCurve,
                     boolean includeSettlementDateFlows,
                     IsdaCdsEngine.NumericalFix numericalFix,
                     IsdaCdsEngine.AccrualBias accrualBias)

IsdaCdsEngine

public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability,
                     double recoveryRate,
                     YieldTermStructureHandle discountCurve,
                     boolean includeSettlementDateFlows,
                     IsdaCdsEngine.NumericalFix numericalFix)

IsdaCdsEngine

public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability,
                     double recoveryRate,
                     YieldTermStructureHandle discountCurve,
                     boolean includeSettlementDateFlows)

IsdaCdsEngine

public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability,
                     double recoveryRate,
                     YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(IsdaCdsEngine 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