com.github.vonrosen.quantlib

Class StrippedOptionletBase

java.lang.Object

com.github.vonrosen.quantlib.StrippedOptionletBase

Direct Known Subclasses:

OptionletStripper1

public class StrippedOptionletBase
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	StrippedOptionletBase()
protected	StrippedOptionletBase(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_StrippedOptionletBase	__deref__()
DoubleVector	atmOptionletRates()
BusinessDayConvention	businessDayConvention()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
protected void	finalize()
protected static long	getCPtr(StrippedOptionletBase obj)
boolean	isNull()
DateVector	optionletFixingDates()
DoubleVector	optionletFixingTimes()
long	optionletMaturities()
DoubleVector	optionletStrikes(long i)
DoubleVector	optionletVolatilities(long i)
long	settlementDays()

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

StrippedOptionletBase

protected StrippedOptionletBase(long cPtr,
                                boolean cMemoryOwn)

StrippedOptionletBase

public StrippedOptionletBase()

Method Detail

getCPtr

protected static long getCPtr(StrippedOptionletBase obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_StrippedOptionletBase __deref__()

isNull

public boolean isNull()

optionletStrikes

public DoubleVector optionletStrikes(long i)

optionletVolatilities

public DoubleVector optionletVolatilities(long i)

optionletFixingDates

public DateVector optionletFixingDates()

optionletFixingTimes

public DoubleVector optionletFixingTimes()

optionletMaturities

public long optionletMaturities()

atmOptionletRates

public DoubleVector atmOptionletRates()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

settlementDays

public long settlementDays()

businessDayConvention

public BusinessDayConvention businessDayConvention()