MargrabeOption (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.Observable
- - org.quantlib.LazyObject
  - - org.quantlib.Instrument
    - - org.quantlib.Option
      - org.quantlib.MultiAssetOption
        
        org.quantlib.MargrabeOption

All Implemented Interfaces:: AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class MargrabeOption
extends MultiAssetOption
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary
- Nested classes/interfaces inherited from class org.quantlib.Option
  Option.Type

Constructor Summary

Constructors
Modifier	Constructor	Description
	`MargrabeOption(int Q1, int Q2, Exercise arg2)`
`protected`	`MargrabeOption(long cPtr, boolean cMemoryOwn)`

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`delete()`
`double`	`delta1()`
`double`	`delta2()`
`protected void`	`finalize()`
`double`	`gamma1()`
`double`	`gamma2()`
`protected static long`	`getCPtr(MargrabeOption obj)`
`protected void`	`swigSetCMemOwn(boolean own)`

Methods inherited from class org.quantlib.MultiAssetOption
delta, dividendRho, gamma, getCPtr, rho, theta, vega

Methods inherited from class org.quantlib.Option
exercise, getCPtr, payoff

Methods inherited from class org.quantlib.Instrument
errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject
alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

MargrabeOption

protected MargrabeOption(long cPtr,
                         boolean cMemoryOwn)

MargrabeOption

public MargrabeOption(int Q1,
                      int Q2,
                      Exercise arg2)

Method Detail
- getCPtr
```
protected static long getCPtr(MargrabeOption obj)
```
- swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
  Overrides:
  
  swigSetCMemOwn in class MultiAssetOption
- finalize
```
protected void finalize()
```
  Overrides:
  
  finalize in class MultiAssetOption
- delete
```
public void delete()
```
  Specified by:
  
  delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
  
  Overrides:
  
  delete in class MultiAssetOption
- delta1
```
public double delta1()
```
- delta2
```
public double delta2()
```
- gamma1
```
public double gamma1()
```
- gamma2
```
public double gamma2()
```