Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class VannaVolgaBarrierEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.VannaVolgaBarrierEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	VannaVolgaBarrierEngine(long cPtr, boolean cMemoryOwn)
	VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS)
	VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta)
	VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(VannaVolgaBarrierEngine 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

VannaVolgaBarrierEngine

protected VannaVolgaBarrierEngine(long cPtr,
                                  boolean cMemoryOwn)

VannaVolgaBarrierEngine

public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol,
                               DeltaVolQuoteHandle vol25Put,
                               DeltaVolQuoteHandle vol25Call,
                               QuoteHandle spotFX,
                               YieldTermStructureHandle domesticTS,
                               YieldTermStructureHandle foreignTS,
                               boolean adaptVanDelta,
                               double bsPriceWithSmile)

VannaVolgaBarrierEngine

public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol,
                               DeltaVolQuoteHandle vol25Put,
                               DeltaVolQuoteHandle vol25Call,
                               QuoteHandle spotFX,
                               YieldTermStructureHandle domesticTS,
                               YieldTermStructureHandle foreignTS,
                               boolean adaptVanDelta)

VannaVolgaBarrierEngine

public VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol,
                               DeltaVolQuoteHandle vol25Put,
                               DeltaVolQuoteHandle vol25Call,
                               QuoteHandle spotFX,
                               YieldTermStructureHandle domesticTS,
                               YieldTermStructureHandle foreignTS)

Method Detail

getCPtr

protected static long getCPtr(VannaVolgaBarrierEngine 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