com.github.vonrosen.quantlib

Class NumericHaganPricer

java.lang.Object

com.github.vonrosen.quantlib.FloatingRateCouponPricer

com.github.vonrosen.quantlib.CmsCouponPricer

com.github.vonrosen.quantlib.NumericHaganPricer

public class NumericHaganPricer
extends CmsCouponPricer

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	NumericHaganPricer(long cPtr, boolean cMemoryOwn)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit)
	NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision)

Method Summary

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

NumericHaganPricer

protected NumericHaganPricer(long cPtr,
                             boolean cMemoryOwn)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit,
                          double upperLimit,
                          double precision)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit,
                          double upperLimit)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion,
                          double lowerLimit)

NumericHaganPricer

public NumericHaganPricer(SwaptionVolatilityStructureHandle v,
                          GFunctionFactory.YieldCurveModel model,
                          QuoteHandle meanReversion)

Method Detail

getCPtr

protected static long getCPtr(NumericHaganPricer obj)

finalize

protected void finalize()

Overrides:

finalize in class CmsCouponPricer

delete

public void delete()

Overrides:

delete in class CmsCouponPricer