com.github.vonrosen.quantlib

Class BlackCapFloorEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BlackCapFloorEngine

public class BlackCapFloorEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

BlackCapFloorEngine

protected BlackCapFloorEngine(long cPtr,
                              boolean cMemoryOwn)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           QuoteHandle vol)

BlackCapFloorEngine

public BlackCapFloorEngine(YieldTermStructureHandle termStructure,
                           OptionletVolatilityStructureHandle vol)

Method Detail

getCPtr

protected static long getCPtr(BlackCapFloorEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine