Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NumericHaganPricer

java.lang.Object

org.quantlib.FloatingRateCouponPricer

org.quantlib.CmsCouponPricer

org.quantlib.NumericHaganPricer

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class NumericHaganPricer
extends CmsCouponPricer
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	NumericHaganPricer(long cPtr, boolean cMemoryOwn)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(NumericHaganPricer obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.CmsCouponPricer

getCPtr, setSwaptionVolatility, setSwaptionVolatility, swaptionVolatility

Methods inherited from class org.quantlib.FloatingRateCouponPricer

capletPrice, capletRate, floorletPrice, floorletRate, getCPtr, swapletPrice, swapletRate

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

NumericHaganPricer

protected NumericHaganPricer(long cPtr,
                             boolean cMemoryOwn)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit,
                          double upperLimit,
                          double precision)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit,
                          double upperLimit)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion)

Method Detail

getCPtr

protected static long getCPtr(NumericHaganPricer obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CmsCouponPricer

finalize

protected void finalize()

Overrides:

finalize in class CmsCouponPricer

delete

public void delete()

Specified by:

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

Overrides:

delete in class CmsCouponPricer