com.github.vonrosen.quantlib

Class QuantoForwardEuropeanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.QuantoForwardEuropeanEngine

public class QuantoForwardEuropeanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
protected	QuantoForwardEuropeanEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

QuantoForwardEuropeanEngine

protected QuantoForwardEuropeanEngine(long cPtr,
                                      boolean cMemoryOwn)

QuantoForwardEuropeanEngine

public QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process,
                                   YieldTermStructureHandle foreignRiskFreeRate,
                                   BlackVolTermStructureHandle exchangeRateVolatility,
                                   QuoteHandle correlation)

Method Detail

getCPtr

protected static long getCPtr(QuantoForwardEuropeanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine