com.github.vonrosen.quantlib

Class Gaussian1dNonstandardSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.Gaussian1dNonstandardSwaptionEngine

public class Gaussian1dNonstandardSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
	Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
protected	Gaussian1dNonstandardSwaptionEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Gaussian1dNonstandardSwaptionEngine 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

Gaussian1dNonstandardSwaptionEngine

protected Gaussian1dNonstandardSwaptionEngine(long cPtr,
                                              boolean cMemoryOwn)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation,
                                           QuoteHandle oas,
                                           YieldTermStructureHandle discountCurve)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation,
                                           QuoteHandle oas)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff,
                                           boolean flatPayoffExtrapolation)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs,
                                           boolean extrapolatePayoff)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints,
                                           double stddevs)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
                                           int integrationPoints)

Gaussian1dNonstandardSwaptionEngine

public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model)

Method Detail

getCPtr

protected static long getCPtr(Gaussian1dNonstandardSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine