Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YoYOptionletStripper

java.lang.Object

org.quantlib.YoYOptionletStripper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

InterpolatedYoYInflationOptionletStripper

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(YoYOptionletStripper obj)
void	initialize(YoYCapFloorTermPriceSurface surf, PricingEngine pricer, double slope)
double	maxStrike()
PairDoubleVector	slice(Date d)
DoubleVector	strikes()
protected void	swigSetCMemOwn(boolean own)

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

YoYOptionletStripper

protected YoYOptionletStripper(long cPtr,
                               boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(YoYOptionletStripper 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

initialize

public void initialize(YoYCapFloorTermPriceSurface surf,
                       PricingEngine pricer,
                       double slope)

maxStrike

public double maxStrike()

strikes

public DoubleVector strikes()

slice

public PairDoubleVector slice(Date d)