com.github.vonrosen.quantlib

Class BlackSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BlackSwaptionEngine

public class BlackSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackSwaptionEngine obj)
double	vega()

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

BlackSwaptionEngine

protected BlackSwaptionEngine(long cPtr,
                              boolean cMemoryOwn)

BlackSwaptionEngine

public BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
                           QuoteHandle vol,
                           DayCounter dc,
                           double displacement)

BlackSwaptionEngine

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

BlackSwaptionEngine

public BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
                           QuoteHandle vol)

BlackSwaptionEngine

public BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
                           SwaptionVolatilityStructureHandle v)

Method Detail

getCPtr

protected static long getCPtr(BlackSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine

vega

public double vega()