com.github.vonrosen.quantlib

Class CapHelper

java.lang.Object

com.github.vonrosen.quantlib.CalibrationHelper

com.github.vonrosen.quantlib.CapHelper

public class CapHelper
extends CalibrationHelper

Field Summary

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

ImpliedVolError, PriceError, RelativePriceError, swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	CapHelper(long cPtr, boolean cMemoryOwn)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CapHelper obj)
DoubleVector	times()

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

__deref__, blackPrice, calibrationError, getCPtr, impliedVolatility, isNull, marketValue, modelValue, setPricingEngine, swaptionExpiryDate, swaptionMaturityDate, swaptionNominal, swaptionStrike, volatility, volatilityType

Methods inherited from class java.lang.Object

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

Constructor Detail

CapHelper

protected CapHelper(long cPtr,
                    boolean cMemoryOwn)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure,
                 _CalibrationHelper.CalibrationErrorType errorType)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(CapHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class CalibrationHelper

delete

public void delete()

Overrides:

delete in class CalibrationHelper

times

public DoubleVector times()