Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SpreadOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.MultiAssetOption

org.quantlib.SpreadOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class SpreadOption
extends MultiAssetOption
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	SpreadOption(long cPtr, boolean cMemoryOwn)
	SpreadOption(PlainVanillaPayoff payoff, Exercise exercise)

Method Summary

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

Methods inherited from class org.quantlib.MultiAssetOption

delta, dividendRho, gamma, getCPtr, rho, theta, 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

SpreadOption

protected SpreadOption(long cPtr,
                       boolean cMemoryOwn)

SpreadOption

public SpreadOption(PlainVanillaPayoff payoff,
                    Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(SpreadOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class MultiAssetOption

finalize

protected void finalize()

Overrides:

finalize in class MultiAssetOption

delete

public void delete()

Specified by:

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

Overrides:

delete in class MultiAssetOption