com.github.vonrosen.quantlib

Class JamshidianSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.JamshidianSwaptionEngine

public class JamshidianSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	JamshidianSwaptionEngine(long cPtr, boolean cMemoryOwn)
	JamshidianSwaptionEngine(ShortRateModel model)
	JamshidianSwaptionEngine(ShortRateModel model, YieldTermStructureHandle termStructure)

Method Summary

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

JamshidianSwaptionEngine

protected JamshidianSwaptionEngine(long cPtr,
                                   boolean cMemoryOwn)

JamshidianSwaptionEngine

public JamshidianSwaptionEngine(ShortRateModel model,
                                YieldTermStructureHandle termStructure)

JamshidianSwaptionEngine

public JamshidianSwaptionEngine(ShortRateModel model)

Method Detail

getCPtr

protected static long getCPtr(JamshidianSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine