com.github.vonrosen.quantlib

Class YoYInflationCap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.YoYInflationCapFloor

com.github.vonrosen.quantlib.YoYInflationCap

public class YoYInflationCap
extends YoYInflationCapFloor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	YoYInflationCap(Leg leg, DoubleVector capRates)
protected	YoYInflationCap(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class com.github.vonrosen.quantlib.YoYInflationCapFloor

getCPtr, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility

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

YoYInflationCap

protected YoYInflationCap(long cPtr,
                          boolean cMemoryOwn)

YoYInflationCap

public YoYInflationCap(Leg leg,
                       DoubleVector capRates)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationCap obj)

finalize

protected void finalize()

Overrides:

finalize in class YoYInflationCapFloor

delete

public void delete()

Overrides:

delete in class YoYInflationCapFloor