com.github.vonrosen.quantlib

Class Floor

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.CapFloor

com.github.vonrosen.quantlib.Floor

public class Floor
extends CapFloor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Floor(Leg leg, DoubleVector floorRates)
protected	Floor(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

atmRate, capRates, floatingLeg, floorRates, getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, maturityDate, startDate

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

Floor

protected Floor(long cPtr,
                boolean cMemoryOwn)

Floor

public Floor(Leg leg,
             DoubleVector floorRates)

Method Detail

getCPtr

protected static long getCPtr(Floor obj)

finalize

protected void finalize()

Overrides:

finalize in class CapFloor

delete

public void delete()

Overrides:

delete in class CapFloor