com.github.vonrosen.quantlib

Class Cap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.CapFloor

com.github.vonrosen.quantlib.Cap

public class Cap
extends CapFloor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Cap(Leg leg, DoubleVector capRates)
protected	Cap(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

atmRate, capRates, floatingLeg, floorRates, getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, maturityDate, startDate

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

Cap

protected Cap(long cPtr,
              boolean cMemoryOwn)

Cap

public Cap(Leg leg,
           DoubleVector capRates)

Method Detail

getCPtr

protected static long getCPtr(Cap obj)

finalize

protected void finalize()

Overrides:

finalize in class CapFloor

delete

public void delete()

Overrides:

delete in class CapFloor