com.github.vonrosen.quantlib

Class MultiAssetOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.MultiAssetOption

Direct Known Subclasses:

BasketOption, EverestOption, HimalayaOption

public class MultiAssetOption
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
void	delete()
double	delta()
double	dividendRho()
protected void	finalize()
double	gamma()
protected static long	getCPtr(MultiAssetOption obj)
double	rho()
double	theta()
double	vega()

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

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

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

Constructor Detail

MultiAssetOption

protected MultiAssetOption(long cPtr,
                           boolean cMemoryOwn)

MultiAssetOption

public MultiAssetOption()

Method Detail

getCPtr

protected static long getCPtr(MultiAssetOption obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

delta

public double delta()

gamma

public double gamma()

theta

public double theta()

vega

public double vega()

rho

public double rho()

dividendRho

public double dividendRho()