Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class QuantoDoubleBarrierOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

org.quantlib.DoubleBarrierOption

org.quantlib.QuantoDoubleBarrierOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class QuantoDoubleBarrierOption
extends DoubleBarrierOption
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	QuantoDoubleBarrierOption(long cPtr, boolean cMemoryOwn)
	QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(QuantoDoubleBarrierOption obj)
double	qlambda()
double	qrho()
double	qvega()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.DoubleBarrierOption

getCPtr

Methods inherited from class org.quantlib.OneAssetOption

delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, 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

QuantoDoubleBarrierOption

protected QuantoDoubleBarrierOption(long cPtr,
                                    boolean cMemoryOwn)

QuantoDoubleBarrierOption

public QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType,
                                 double barrier_lo,
                                 double barrier_hi,
                                 double rebate,
                                 StrikedTypePayoff payoff,
                                 Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(QuantoDoubleBarrierOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class DoubleBarrierOption

finalize

protected void finalize()

Overrides:

finalize in class DoubleBarrierOption

delete

public void delete()

Specified by:

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

Overrides:

delete in class DoubleBarrierOption

qvega

public double qvega()

qrho

public double qrho()

qlambda

public double qlambda()