org.jquantlib.instruments

Class Instrument

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

Bond, CapFloor, Forward, Option, Stock, Swap

public abstract class Instrument
extends LazyObject

This is an abstract Instrument class which is able to use a PricingEngine implemented internally or externally to it.

See Also:

PricingEngine, QuantLib: Financial Instruments

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	Instrument.Arguments basic instrument arguments
static interface	Instrument.Results Results from instrument calculation
static class	Instrument.ResultsImpl Results are used by PricingEngines in order to store results of calculations relative to new-style Instruments

Method Summary

Modifier and Type	Method and Description
double	errorEstimate() returns the error estimate on the NPV when available.
abstract boolean	isExpired()
double	NPV() returns the net present value of the instrument.
void	setPricingEngine(PricingEngine engine) This method defines an external PricingEngine to be used for a new-style Instrument.

Methods inherited from class org.jquantlib.util.LazyObject

addObserver, countObservers, deleteObserver, deleteObservers, freeze, getObservers, notifyObservers, notifyObservers, recalculate, unfreeze, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

isExpired

public abstract boolean isExpired()

Returns:

true if the instrument is still tradeable.

setPricingEngine

public final void setPricingEngine(PricingEngine engine)

This method defines an external PricingEngine to be used for a new-style Instrument.

Parameters:

engine - is the external PricingEngine to be used

See Also:

PricingEngine

NPV

public final double NPV()

returns the net present value of the instrument.

errorEstimate

public final double errorEstimate()

returns the error estimate on the NPV when available.