com.github.vonrosen.quantlib

Class BlackIborCouponPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.IborCouponPricer

com.github.vonrosen.quantlib.BlackIborCouponPricer

public class BlackIborCouponPricer
extends IborCouponPricer

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BlackIborCouponPricer()
protected	BlackIborCouponPricer(long cPtr, boolean cMemoryOwn)
	BlackIborCouponPricer(OptionletVolatilityStructureHandle v)

Method Summary

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

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

capletVolatility, getCPtr, setCapletVolatility, setCapletVolatility

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

BlackIborCouponPricer

protected BlackIborCouponPricer(long cPtr,
                                boolean cMemoryOwn)

BlackIborCouponPricer

public BlackIborCouponPricer(OptionletVolatilityStructureHandle v)

BlackIborCouponPricer

public BlackIborCouponPricer()

Method Detail

getCPtr

protected static long getCPtr(BlackIborCouponPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class IborCouponPricer

delete

public void delete()

Overrides:

delete in class IborCouponPricer