Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class StrippedOptionletBase

java.lang.Object

org.quantlib.StrippedOptionletBase

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

OptionletStripper1, StrippedOptionlet

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	StrippedOptionletBase(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
DoubleVector	atmOptionletRates()
BusinessDayConvention	businessDayConvention()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
double	displacement()
protected void	finalize()
protected static long	getCPtr(StrippedOptionletBase obj)
DateVector	optionletFixingDates()
DoubleVector	optionletFixingTimes()
long	optionletMaturities()
DoubleVector	optionletStrikes(long i)
DoubleVector	optionletVolatilities(long i)
long	settlementDays()
protected void	swigSetCMemOwn(boolean own)
VolatilityType	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

StrippedOptionletBase

protected StrippedOptionletBase(long cPtr,
                                boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(StrippedOptionletBase obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

optionletStrikes

public DoubleVector optionletStrikes(long i)

optionletVolatilities

public DoubleVector optionletVolatilities(long i)

optionletFixingDates

public DateVector optionletFixingDates()

optionletFixingTimes

public DoubleVector optionletFixingTimes()

optionletMaturities

public long optionletMaturities()

atmOptionletRates

public DoubleVector atmOptionletRates()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

settlementDays

public long settlementDays()

businessDayConvention

public BusinessDayConvention businessDayConvention()

volatilityType

public VolatilityType volatilityType()

displacement

public double displacement()