Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class StrippedOptionlet

java.lang.Object

org.quantlib.StrippedOptionletBase

org.quantlib.StrippedOptionlet

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class StrippedOptionlet
extends StrippedOptionletBase
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	StrippedOptionlet(long cPtr, boolean cMemoryOwn)
	StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc)
	StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type)
	StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type, double displacement)

Method Summary

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

Methods inherited from class org.quantlib.StrippedOptionletBase

atmOptionletRates, businessDayConvention, calendar, dayCounter, displacement, getCPtr, optionletFixingDates, optionletFixingTimes, optionletMaturities, optionletStrikes, optionletVolatilities, settlementDays, volatilityType

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

StrippedOptionlet

protected StrippedOptionlet(long cPtr,
                            boolean cMemoryOwn)

StrippedOptionlet

public StrippedOptionlet(long settlementDays,
                         Calendar calendar,
                         BusinessDayConvention bdc,
                         IborIndex iborIndex,
                         DateVector optionletDates,
                         DoubleVector strikes,
                         QuoteHandleVectorVector volatilities,
                         DayCounter dc,
                         VolatilityType type,
                         double displacement)

StrippedOptionlet

public StrippedOptionlet(long settlementDays,
                         Calendar calendar,
                         BusinessDayConvention bdc,
                         IborIndex iborIndex,
                         DateVector optionletDates,
                         DoubleVector strikes,
                         QuoteHandleVectorVector volatilities,
                         DayCounter dc,
                         VolatilityType type)

StrippedOptionlet

public StrippedOptionlet(long settlementDays,
                         Calendar calendar,
                         BusinessDayConvention bdc,
                         IborIndex iborIndex,
                         DateVector optionletDates,
                         DoubleVector strikes,
                         QuoteHandleVectorVector volatilities,
                         DayCounter dc)

Method Detail

getCPtr

protected static long getCPtr(StrippedOptionlet obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StrippedOptionletBase

finalize

protected void finalize()

Overrides:

finalize in class StrippedOptionletBase

delete

public void delete()

Specified by:

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

Overrides:

delete in class StrippedOptionletBase