com.github.vonrosen.quantlib

Class Gaussian1dJamshidianSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.Gaussian1dJamshidianSwaptionEngine

public class Gaussian1dJamshidianSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Gaussian1dJamshidianSwaptionEngine(Gaussian1dModel model)
protected	Gaussian1dJamshidianSwaptionEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Gaussian1dJamshidianSwaptionEngine obj)

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

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Gaussian1dJamshidianSwaptionEngine

protected Gaussian1dJamshidianSwaptionEngine(long cPtr,
                                             boolean cMemoryOwn)

Gaussian1dJamshidianSwaptionEngine

public Gaussian1dJamshidianSwaptionEngine(Gaussian1dModel model)

Method Detail

getCPtr

protected static long getCPtr(Gaussian1dJamshidianSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine