- java.lang.Object
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- org.quantlib.LinearTsrPricerSettings.Strategy
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- Enclosing class:
- LinearTsrPricerSettings
public static final class LinearTsrPricerSettings.Strategy extends Object
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Field Summary
Fields Modifier and Type Field Description static LinearTsrPricerSettings.StrategyBSStdDevsstatic LinearTsrPricerSettings.StrategyPriceThresholdstatic LinearTsrPricerSettings.StrategyRateBoundstatic LinearTsrPricerSettings.StrategyVegaRatio
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static LinearTsrPricerSettings.StrategyswigToEnum(int swigValue)intswigValue()StringtoString()
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Field Detail
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RateBound
public static final LinearTsrPricerSettings.Strategy RateBound
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VegaRatio
public static final LinearTsrPricerSettings.Strategy VegaRatio
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PriceThreshold
public static final LinearTsrPricerSettings.Strategy PriceThreshold
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BSStdDevs
public static final LinearTsrPricerSettings.Strategy BSStdDevs
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Method Detail
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swigValue
public final int swigValue()
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swigToEnum
public static LinearTsrPricerSettings.Strategy swigToEnum(int swigValue)
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