Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NonstandardSwaption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.NonstandardSwaption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class NonstandardSwaption
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	NonstandardSwaption(long cPtr, boolean cMemoryOwn)
	NonstandardSwaption(NonstandardSwap swap, Exercise exercise)
	NonstandardSwaption(NonstandardSwap swap, Exercise exercise, Settlement.Type type)
	NonstandardSwaption(NonstandardSwap swap, Exercise exercise, Settlement.Type type, Settlement.Method settlementMethod)

Method Summary

Modifier and Type	Method	Description
BlackCalibrationHelperVector	calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
void	delete()
protected void	finalize()
protected static long	getCPtr(NonstandardSwaption obj)
DoubleVector	probabilities()
protected void	swigSetCMemOwn(boolean own)
NonstandardSwap	underlyingSwap()

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

NonstandardSwaption

protected NonstandardSwaption(long cPtr,
                              boolean cMemoryOwn)

NonstandardSwaption

public NonstandardSwaption(NonstandardSwap swap,
                           Exercise exercise,
                           Settlement.Type type,
                           Settlement.Method settlementMethod)

NonstandardSwaption

public NonstandardSwaption(NonstandardSwap swap,
                           Exercise exercise,
                           Settlement.Type type)

NonstandardSwaption

public NonstandardSwaption(NonstandardSwap swap,
                           Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(NonstandardSwaption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

underlyingSwap

public NonstandardSwap underlyingSwap()

calibrationBasket

public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex,
                                                      SwaptionVolatilityStructure swaptionVolatility,
                                                      String typeStr)

probabilities

public DoubleVector probabilities()