com.github.vonrosen.quantlib

Class TreeSwaptionEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.TreeSwaptionEngine

public class TreeSwaptionEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

TreeSwaptionEngine

protected TreeSwaptionEngine(long cPtr,
                             boolean cMemoryOwn)

TreeSwaptionEngine

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

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          long timeSteps)

TreeSwaptionEngine

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

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModel model,
                          TimeGrid grid)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModelHandle model,
                          long timeSteps,
                          YieldTermStructureHandle termStructure)

TreeSwaptionEngine

public TreeSwaptionEngine(ShortRateModelHandle model,
                          long timeSteps)

Method Detail

getCPtr

protected static long getCPtr(TreeSwaptionEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine