com.github.vonrosen.quantlib

Class CmsCouponPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.CmsCouponPricer

Direct Known Subclasses:

AnalyticHaganPricer, LinearTsrPricer, NumericHaganPricer

public class CmsCouponPricer
extends FloatingRateCouponPricer

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	CmsCouponPricer(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CmsCouponPricer obj)
void	setSwaptionVolatility()
void	setSwaptionVolatility(SwaptionVolatilityStructureHandle v)
SwaptionVolatilityStructureHandle	swaptionVolatility()

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

CmsCouponPricer

protected CmsCouponPricer(long cPtr,
                          boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CmsCouponPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCouponPricer

delete

public void delete()

Overrides:

delete in class FloatingRateCouponPricer

swaptionVolatility

public SwaptionVolatilityStructureHandle swaptionVolatility()

setSwaptionVolatility

public void setSwaptionVolatility(SwaptionVolatilityStructureHandle v)

setSwaptionVolatility

public void setSwaptionVolatility()