com.github.vonrosen.quantlib

Class Swaption

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Swaption

public class Swaption
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Swaption(long cPtr, boolean cMemoryOwn)
	Swaption(VanillaSwap simpleSwap, Exercise exercise)
	Swaption(VanillaSwap simpleSwap, Exercise exercise, Settlement.Type type)

Method Summary

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

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

Swaption

protected Swaption(long cPtr,
                   boolean cMemoryOwn)

Swaption

public Swaption(VanillaSwap simpleSwap,
                Exercise exercise,
                Settlement.Type type)

Swaption

public Swaption(VanillaSwap simpleSwap,
                Exercise exercise)

Method Detail

getCPtr

protected static long getCPtr(Swaption obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument