com.github.vonrosen.quantlib

Class BachelierSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BachelierSwaptionEngine

public class BachelierSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BachelierSwaptionEngine(long cPtr, boolean cMemoryOwn)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)
	BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)

Method Summary

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

BachelierSwaptionEngine

protected BachelierSwaptionEngine(long cPtr,
                                  boolean cMemoryOwn)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               QuoteHandle vol,
                               DayCounter dc)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               QuoteHandle vol)

BachelierSwaptionEngine

public BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
                               SwaptionVolatilityStructureHandle v)

Method Detail

getCPtr

protected static long getCPtr(BachelierSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine