com.github.vonrosen.quantlib

Class IntegralCdsEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.IntegralCdsEngine

public class IntegralCdsEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	IntegralCdsEngine(long cPtr, boolean cMemoryOwn)
	IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)
	IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)

Method Summary

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

IntegralCdsEngine

protected IntegralCdsEngine(long cPtr,
                            boolean cMemoryOwn)

IntegralCdsEngine

public IntegralCdsEngine(Period integrationStep,
                         DefaultProbabilityTermStructureHandle probability,
                         double recoveryRate,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows)

IntegralCdsEngine

public IntegralCdsEngine(Period integrationStep,
                         DefaultProbabilityTermStructureHandle probability,
                         double recoveryRate,
                         YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(IntegralCdsEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine