Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class QuantoForwardVanillaOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

org.quantlib.ForwardVanillaOption

org.quantlib.QuantoForwardVanillaOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class QuantoForwardVanillaOption
extends ForwardVanillaOption
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
	QuantoForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
protected	QuantoForwardVanillaOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class org.quantlib.ForwardVanillaOption

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

QuantoForwardVanillaOption

protected QuantoForwardVanillaOption(long cPtr,
                                     boolean cMemoryOwn)

QuantoForwardVanillaOption

public QuantoForwardVanillaOption(double moneyness,
                                  Date resetDate,
                                  StrikedTypePayoff payoff,
                                  Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(QuantoForwardVanillaOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class ForwardVanillaOption

finalize

protected void finalize()

Overrides:

finalize in class ForwardVanillaOption

delete

public void delete()

Specified by:

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

Overrides:

delete in class ForwardVanillaOption