com.github.vonrosen.quantlib

Class HimalayaOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.MultiAssetOption

com.github.vonrosen.quantlib.HimalayaOption

public class HimalayaOption
extends MultiAssetOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	HimalayaOption(DateVector fixingDates, double strike)
protected	HimalayaOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

delta, dividendRho, gamma, getCPtr, rho, theta, 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

HimalayaOption

protected HimalayaOption(long cPtr,
                         boolean cMemoryOwn)

HimalayaOption

public HimalayaOption(DateVector fixingDates,
                      double strike)

Method Detail

getCPtr

protected static long getCPtr(HimalayaOption obj)

finalize

protected void finalize()

Overrides:

finalize in class MultiAssetOption

delete

public void delete()

Overrides:

delete in class MultiAssetOption