Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LinearTsrPricerSettings

java.lang.Object

org.quantlib.LinearTsrPricerSettings

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class LinearTsrPricerSettings
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	LinearTsrPricerSettings.Strategy

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	LinearTsrPricerSettings()
protected	LinearTsrPricerSettings(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LinearTsrPricerSettings obj)
protected static long	swigRelease(LinearTsrPricerSettings obj)
LinearTsrPricerSettings	withBSStdDevs()
LinearTsrPricerSettings	withBSStdDevs(double stdDevs)
LinearTsrPricerSettings	withBSStdDevs(double stdDevs, double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	withPriceThreshold()
LinearTsrPricerSettings	withPriceThreshold(double priceThreshold)
LinearTsrPricerSettings	withPriceThreshold(double priceThreshold, double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	withRateBound()
LinearTsrPricerSettings	withRateBound(double lowerRateBound)
LinearTsrPricerSettings	withRateBound(double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	withVegaRatio()
LinearTsrPricerSettings	withVegaRatio(double vegaRatio)
LinearTsrPricerSettings	withVegaRatio(double vegaRatio, double lowerRateBound, double upperRateBound)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

LinearTsrPricerSettings

protected LinearTsrPricerSettings(long cPtr,
                                  boolean cMemoryOwn)

LinearTsrPricerSettings

public LinearTsrPricerSettings()

Method Detail

getCPtr

protected static long getCPtr(LinearTsrPricerSettings obj)

swigRelease

protected static long swigRelease(LinearTsrPricerSettings obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

withRateBound

public LinearTsrPricerSettings withRateBound(double lowerRateBound,
                                             double upperRateBound)

withRateBound

public LinearTsrPricerSettings withRateBound(double lowerRateBound)

withRateBound

public LinearTsrPricerSettings withRateBound()

withVegaRatio

public LinearTsrPricerSettings withVegaRatio(double vegaRatio)

withVegaRatio

public LinearTsrPricerSettings withVegaRatio()

withVegaRatio

public LinearTsrPricerSettings withVegaRatio(double vegaRatio,
                                             double lowerRateBound,
                                             double upperRateBound)

withPriceThreshold

public LinearTsrPricerSettings withPriceThreshold(double priceThreshold)

withPriceThreshold

public LinearTsrPricerSettings withPriceThreshold()

withPriceThreshold

public LinearTsrPricerSettings withPriceThreshold(double priceThreshold,
                                                  double lowerRateBound,
                                                  double upperRateBound)

withBSStdDevs

public LinearTsrPricerSettings withBSStdDevs(double stdDevs)

withBSStdDevs

public LinearTsrPricerSettings withBSStdDevs()

withBSStdDevs

public LinearTsrPricerSettings withBSStdDevs(double stdDevs,
                                             double lowerRateBound,
                                             double upperRateBound)