com.github.vonrosen.quantlib

Class ForwardVanillaOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.VanillaOption

com.github.vonrosen.quantlib.ForwardVanillaOption

public class ForwardVanillaOption
extends VanillaOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
protected	ForwardVanillaOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

ForwardVanillaOption

protected ForwardVanillaOption(long cPtr,
                               boolean cMemoryOwn)

ForwardVanillaOption

public ForwardVanillaOption(double moneyness,
                            Date resetDate,
                            Payoff payoff,
                            Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(ForwardVanillaOption obj)

finalize

protected void finalize()

Overrides:

finalize in class VanillaOption

delete

public void delete()

Overrides:

delete in class VanillaOption