com.github.vonrosen.quantlib

Class Instrument

java.lang.Object

com.github.vonrosen.quantlib.Instrument

Direct Known Subclasses:

BarrierOption, Bond, CapFloor, CompositeInstrument, ContinuousAveragingAsianOption, CreditDefaultSwap, DiscreteAveragingAsianOption, DividendVanillaOption, DoubleBarrierOption, FloatFloatSwaption, Forward, ForwardRateAgreement, MultiAssetOption, NonstandardSwaption, Stock, Swap, Swaption, VanillaOption, YearOnYearInflationSwap, YoYInflationCapFloor, ZeroCouponInflationSwap

public class Instrument
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_Instrument	__deref__()
Observable	asObservable()
void	delete()
double	errorEstimate()
protected void	finalize()
void	freeze()
protected static long	getCPtr(Instrument obj)
boolean	isExpired()
boolean	isNull()
double	NPV()
void	recalculate()
void	setPricingEngine(PricingEngine arg0)
void	unfreeze()

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

Instrument

protected Instrument(long cPtr,
                     boolean cMemoryOwn)

Instrument

public Instrument()

Method Detail

getCPtr

protected static long getCPtr(Instrument obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_Instrument __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

NPV

public double NPV()

errorEstimate

public double errorEstimate()

isExpired

public boolean isExpired()

setPricingEngine

public void setPricingEngine(PricingEngine arg0)

recalculate

public void recalculate()

freeze

public void freeze()

unfreeze

public void unfreeze()