Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class TreeSwaptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.TreeSwaptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class TreeSwaptionEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	TreeSwaptionEngine(long cPtr, boolean cMemoryOwn)
	TreeSwaptionEngine(ShortRateModelHandle model, long timeSteps)
	TreeSwaptionEngine(ShortRateModelHandle model, long timeSteps, YieldTermStructureHandle termStructure)
	TreeSwaptionEngine(ShortRateModel model, long timeSteps)
	TreeSwaptionEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)
	TreeSwaptionEngine(ShortRateModel model, TimeGrid grid)
	TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)

Method Summary

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

Methods inherited from class org.quantlib.PricingEngine

getCPtr

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

TreeSwaptionEngine

protected TreeSwaptionEngine(long cPtr,
                             boolean cMemoryOwn)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          long timeSteps,
                          YieldTermStructureHandle termStructure)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          long timeSteps)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          TimeGrid grid,
                          YieldTermStructureHandle termStructure)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          TimeGrid grid)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModelHandle model,
                          long timeSteps,
                          YieldTermStructureHandle termStructure)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModelHandle model,
                          long timeSteps)

Method Detail

getCPtr

protected static long getCPtr(TreeSwaptionEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PricingEngine

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Specified by:

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

Overrides:

delete in class PricingEngine