com.github.vonrosen.quantlib

Class LinearTsrPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.CmsCouponPricer

com.github.vonrosen.quantlib.LinearTsrPricer

public class LinearTsrPricer
extends CmsCouponPricer

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	LinearTsrPricer(long cPtr, boolean cMemoryOwn)
	LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion)
	LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve)
	LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, SWIGTYPE_p_LinearTsrPricer__Settings settings)

Method Summary

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

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

getCPtr, setSwaptionVolatility, setSwaptionVolatility, swaptionVolatility

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

LinearTsrPricer

protected LinearTsrPricer(long cPtr,
                          boolean cMemoryOwn)

LinearTsrPricer

public LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
                       QuoteHandle meanReversion,
                       YieldTermStructureHandle couponDiscountCurve,
                       SWIGTYPE_p_LinearTsrPricer__Settings settings)

LinearTsrPricer

public LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
                       QuoteHandle meanReversion,
                       YieldTermStructureHandle couponDiscountCurve)

LinearTsrPricer

public LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
                       QuoteHandle meanReversion)

Method Detail

getCPtr

protected static long getCPtr(LinearTsrPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class CmsCouponPricer

delete

public void delete()

Overrides:

delete in class CmsCouponPricer