com.github.vonrosen.quantlib

Class YoYInflationFloor

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.YoYInflationCapFloor

com.github.vonrosen.quantlib.YoYInflationFloor

public class YoYInflationFloor
extends YoYInflationCapFloor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	YoYInflationFloor(Leg leg, DoubleVector floorRates)
protected	YoYInflationFloor(long cPtr, boolean cMemoryOwn)

Method Summary

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

YoYInflationFloor

protected YoYInflationFloor(long cPtr,
                            boolean cMemoryOwn)

YoYInflationFloor

public YoYInflationFloor(Leg leg,
                         DoubleVector floorRates)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationFloor obj)

finalize

protected void finalize()

Overrides:

finalize in class YoYInflationCapFloor

delete

public void delete()

Overrides:

delete in class YoYInflationCapFloor