- 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 protectedVannaVolgaBarrierEngine(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
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(VannaVolgaBarrierEngine obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.PricingEngine
getCPtr
-
Methods inherited from class org.quantlib.Observable
getCPtr
-
-
-
-
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:
swigSetCMemOwnin classPricingEngine
-
finalize
protected void finalize()
- Overrides:
finalizein classPricingEngine
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classPricingEngine
-
-