com.github.vonrosen.quantlib

Class DiscountingSwapEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.DiscountingSwapEngine

public class DiscountingSwapEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	DiscountingSwapEngine(long cPtr, boolean cMemoryOwn)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate)
	DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate, Date npvDate)

Method Summary

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

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

DiscountingSwapEngine

protected DiscountingSwapEngine(long cPtr,
                                boolean cMemoryOwn)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
                             Date settlementDate,
                             Date npvDate)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
                             Date settlementDate)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
                             boolean includeSettlementDateFlows,
                             Date settlementDate)

DiscountingSwapEngine

public DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
                             boolean includeSettlementDateFlows)

Method Detail

getCPtr

protected static long getCPtr(DiscountingSwapEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine