com.github.vonrosen.quantlib

Class QuantoDoubleBarrierOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.DoubleBarrierOption

com.github.vonrosen.quantlib.QuantoDoubleBarrierOption

public class QuantoDoubleBarrierOption
extends DoubleBarrierOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise)
protected	QuantoDoubleBarrierOption(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(QuantoDoubleBarrierOption obj)
double	qlambda()
double	qrho()
double	qvega()

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

delta, dividendRho, gamma, getCPtr, rho, strikeSensitivity, theta, thetaPerDay, 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

QuantoDoubleBarrierOption

protected QuantoDoubleBarrierOption(long cPtr,
                                    boolean cMemoryOwn)

QuantoDoubleBarrierOption

public QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType,
                                 double barrier_lo,
                                 double barrier_hi,
                                 double rebate,
                                 Payoff payoff,
                                 Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(QuantoDoubleBarrierOption obj)

finalize

protected void finalize()

Overrides:

finalize in class DoubleBarrierOption

delete

public void delete()

Overrides:

delete in class DoubleBarrierOption

qvega

public double qvega()

qrho

public double qrho()

qlambda

public double qlambda()