com.github.vonrosen.quantlib

Class FloatFloatSwaption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.FloatFloatSwaption

public class FloatFloatSwaption
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FloatFloatSwaption(FloatFloatSwap simpleSwap, Exercise exercise)
protected	FloatFloatSwaption(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
CalibrationHelperVector	calibrationBasket(Index standardSwapBase, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
void	delete()
protected void	finalize()
protected static long	getCPtr(FloatFloatSwaption obj)
double	underlyingValue()

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

FloatFloatSwaption

protected FloatFloatSwaption(long cPtr,
                             boolean cMemoryOwn)

FloatFloatSwaption

public FloatFloatSwaption(FloatFloatSwap simpleSwap,
                          Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(FloatFloatSwaption obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

calibrationBasket

public CalibrationHelperVector calibrationBasket(Index standardSwapBase,
                                                 SwaptionVolatilityStructure swaptionVolatility,
                                                 String typeStr)

underlyingValue

public double underlyingValue()