com.github.vonrosen.quantlib

Class IborCouponPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.IborCouponPricer

Direct Known Subclasses:

BlackIborCouponPricer

public class IborCouponPricer
extends FloatingRateCouponPricer

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	IborCouponPricer(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
OptionletVolatilityStructureHandle	capletVolatility()
void	delete()
protected void	finalize()
protected static long	getCPtr(IborCouponPricer obj)
void	setCapletVolatility()
void	setCapletVolatility(OptionletVolatilityStructureHandle v)

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

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

IborCouponPricer

protected IborCouponPricer(long cPtr,
                           boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(IborCouponPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCouponPricer

delete

public void delete()

Overrides:

delete in class FloatingRateCouponPricer

capletVolatility

public OptionletVolatilityStructureHandle capletVolatility()

setCapletVolatility

public void setCapletVolatility(OptionletVolatilityStructureHandle v)

setCapletVolatility

public void setCapletVolatility()