com.github.vonrosen.quantlib

Class QuantoForwardVanillaOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.VanillaOption

com.github.vonrosen.quantlib.QuantoVanillaOption

com.github.vonrosen.quantlib.QuantoForwardVanillaOption

public class QuantoForwardVanillaOption
extends QuantoVanillaOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	QuantoForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
protected	QuantoForwardVanillaOption(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

getCPtr, qlambda, qrho, qvega

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

delta, dividendRho, gamma, getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, priceCurve, 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

QuantoForwardVanillaOption

protected QuantoForwardVanillaOption(long cPtr,
                                     boolean cMemoryOwn)

QuantoForwardVanillaOption

public QuantoForwardVanillaOption(double moneyness,
                                  Date resetDate,
                                  Payoff payoff,
                                  Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(QuantoForwardVanillaOption obj)

finalize

protected void finalize()

Overrides:

finalize in class QuantoVanillaOption

delete

public void delete()

Overrides:

delete in class QuantoVanillaOption