MultiAssetOption (QuantLib module 1.32.0 API)

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

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BasketOption, EverestOption, HimalayaOption, MargrabeOption, SpreadOption
```
public class MultiAssetOption
extends Option
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

protected MultiAssetOption(long cPtr, boolean cMemoryOwn)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`delete()`
`double`	`delta()`
`double`	`dividendRho()`
`protected void`	`finalize()`
`double`	`gamma()`
`protected static long`	`getCPtr(MultiAssetOption obj)`
`double`	`rho()`
`protected void`	`swigSetCMemOwn(boolean own)`
`double`	`theta()`
`double`	`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

MultiAssetOption

protected MultiAssetOption(long cPtr,
                           boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(MultiAssetOption obj)

swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
Overrides:

swigSetCMemOwn in class Option

finalize
```
protected void finalize()
```
Overrides:

finalize in class Option

delete
```
public void delete()
```
Specified by:

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

Overrides:

delete in class Option

delta
```
public double delta()
```

gamma
```
public double gamma()
```

theta
```
public double theta()
```

vega
```
public double vega()
```

rho
```
public double rho()
```

dividendRho
```
public double dividendRho()
```