com.github.vonrosen.quantlib

Class EuropeanOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.VanillaOption

com.github.vonrosen.quantlib.EuropeanOption

public class EuropeanOption
extends VanillaOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	EuropeanOption(long cPtr, boolean cMemoryOwn)
	EuropeanOption(Payoff payoff, Exercise exercise)

Method Summary

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

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

delta, dividendRho, gamma, getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, priceCurve, rho, strikeSensitivity, theta, thetaPerDay, vega

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

EuropeanOption

protected EuropeanOption(long cPtr,
                         boolean cMemoryOwn)

EuropeanOption

public EuropeanOption(Payoff payoff,
                      Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(EuropeanOption obj)

finalize

protected void finalize()

Overrides:

finalize in class VanillaOption

delete

public void delete()

Overrides:

delete in class VanillaOption