com.github.vonrosen.quantlib

Class AnalyticHaganPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.CmsCouponPricer

com.github.vonrosen.quantlib.AnalyticHaganPricer

public class AnalyticHaganPricer
extends CmsCouponPricer

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.FloatingRateCouponPricer

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	AnalyticHaganPricer(long cPtr, boolean cMemoryOwn)
	AnalyticHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)

Method Summary

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

Methods inherited from class com.github.vonrosen.quantlib.CmsCouponPricer

getCPtr, setSwaptionVolatility, setSwaptionVolatility, swaptionVolatility

Methods inherited from class com.github.vonrosen.quantlib.FloatingRateCouponPricer

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AnalyticHaganPricer

protected AnalyticHaganPricer(long cPtr,
                              boolean cMemoryOwn)

AnalyticHaganPricer

public AnalyticHaganPricer(SwaptionVolatilityStructureHandle v,
                           GFunctionFactory.YieldCurveModel model,
                           QuoteHandle meanReversion)

Method Detail

getCPtr

protected static long getCPtr(AnalyticHaganPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class CmsCouponPricer

delete

public void delete()

Overrides:

delete in class CmsCouponPricer