com.github.vonrosen.quantlib

Class BachelierCapFloorEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BachelierCapFloorEngine

public class BachelierCapFloorEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BachelierCapFloorEngine(long cPtr, boolean cMemoryOwn)
	BachelierCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
	BachelierCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)

Method Summary

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

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

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

BachelierCapFloorEngine

protected BachelierCapFloorEngine(long cPtr,
                                  boolean cMemoryOwn)

BachelierCapFloorEngine

public BachelierCapFloorEngine(YieldTermStructureHandle termStructure,
                               QuoteHandle vol)

BachelierCapFloorEngine

public BachelierCapFloorEngine(YieldTermStructureHandle termStructure,
                               OptionletVolatilityStructureHandle vol)

Method Detail

getCPtr

protected static long getCPtr(BachelierCapFloorEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine