com.github.vonrosen.quantlib

Class TreeCallableFixedRateBondEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.TreeCallableFixedRateBondEngine

public class TreeCallableFixedRateBondEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	TreeCallableFixedRateBondEngine(long cPtr, boolean cMemoryOwn)
	TreeCallableFixedRateBondEngine(ShortRateModel model, long timeSteps)
	TreeCallableFixedRateBondEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)
	TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid)
	TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)

Method Summary

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

TreeCallableFixedRateBondEngine

protected TreeCallableFixedRateBondEngine(long cPtr,
                                          boolean cMemoryOwn)

TreeCallableFixedRateBondEngine

public TreeCallableFixedRateBondEngine(ShortRateModel model,
                                       long timeSteps,
                                       YieldTermStructureHandle termStructure)

TreeCallableFixedRateBondEngine

public TreeCallableFixedRateBondEngine(ShortRateModel model,
                                       long timeSteps)

TreeCallableFixedRateBondEngine

public TreeCallableFixedRateBondEngine(ShortRateModel model,
                                       TimeGrid grid,
                                       YieldTermStructureHandle termStructure)

TreeCallableFixedRateBondEngine

public TreeCallableFixedRateBondEngine(ShortRateModel model,
                                       TimeGrid grid)

Method Detail

getCPtr

protected static long getCPtr(TreeCallableFixedRateBondEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine