com.github.vonrosen.quantlib

Class NonstandardSwaption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.NonstandardSwaption

public class NonstandardSwaption
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	NonstandardSwaption(long cPtr, boolean cMemoryOwn)
	NonstandardSwaption(NonstandardSwap nonstandardSwap, Exercise exercise)
	NonstandardSwaption(NonstandardSwap nonstandardSwap, Exercise exercise, Settlement.Type type)

Method Summary

Modifier and Type	Method and Description
CalibrationHelperVector	calibrationBasket(Index standardSwapBase, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
void	delete()
protected void	finalize()
protected static long	getCPtr(NonstandardSwaption obj)

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

NonstandardSwaption

protected NonstandardSwaption(long cPtr,
                              boolean cMemoryOwn)

NonstandardSwaption

public NonstandardSwaption(NonstandardSwap nonstandardSwap,
                           Exercise exercise,
                           Settlement.Type type)

NonstandardSwaption

public NonstandardSwaption(NonstandardSwap nonstandardSwap,
                           Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(NonstandardSwaption obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

calibrationBasket

public CalibrationHelperVector calibrationBasket(Index standardSwapBase,
                                                 SwaptionVolatilityStructure swaptionVolatility,
                                                 String typeStr)