com.github.vonrosen.quantlib

Class EverestOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.MultiAssetOption

com.github.vonrosen.quantlib.EverestOption

public class EverestOption
extends MultiAssetOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	EverestOption(double notional, double guarantee, Exercise exercise)
protected	EverestOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

delta, dividendRho, gamma, getCPtr, rho, theta, 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

EverestOption

protected EverestOption(long cPtr,
                        boolean cMemoryOwn)

EverestOption

public EverestOption(double notional,
                     double guarantee,
                     Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(EverestOption obj)

finalize

protected void finalize()

Overrides:

finalize in class MultiAssetOption

delete

public void delete()

Overrides:

delete in class MultiAssetOption