com.github.vonrosen.quantlib

Class BasketOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.MultiAssetOption

com.github.vonrosen.quantlib.BasketOption

public class BasketOption
extends MultiAssetOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BasketOption(long cPtr, boolean cMemoryOwn)
	BasketOption(Payoff payoff, Exercise exercise)

Method Summary

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

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

delta, dividendRho, gamma, getCPtr, rho, theta, vega

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

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

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

Constructor Detail

BasketOption

protected BasketOption(long cPtr,
                       boolean cMemoryOwn)

BasketOption

public BasketOption(Payoff payoff,
                    Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(BasketOption obj)

finalize

protected void finalize()

Overrides:

finalize in class MultiAssetOption

delete

public void delete()

Overrides:

delete in class MultiAssetOption