com.github.vonrosen.quantlib

Class QuantoVanillaOption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.VanillaOption

com.github.vonrosen.quantlib.QuantoVanillaOption

Direct Known Subclasses:

QuantoForwardVanillaOption

public class QuantoVanillaOption
extends VanillaOption

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	QuantoVanillaOption(long cPtr, boolean cMemoryOwn)
	QuantoVanillaOption(Payoff payoff, Exercise exercise)

Method Summary

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

QuantoVanillaOption

protected QuantoVanillaOption(long cPtr,
                              boolean cMemoryOwn)

QuantoVanillaOption

public QuantoVanillaOption(Payoff payoff,
                           Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(QuantoVanillaOption obj)

finalize

protected void finalize()

Overrides:

finalize in class VanillaOption

delete

public void delete()

Overrides:

delete in class VanillaOption

qvega

public double qvega()

qrho

public double qrho()

qlambda

public double qlambda()