org.jquantlib.pricingengines.swap

Class DiscountingSwapEngine

java.lang.Object

org.jquantlib.pricingengines.GenericEngine<Swap.Arguments,Swap.Results>

org.jquantlib.instruments.Swap.EngineImpl

org.jquantlib.pricingengines.swap.DiscountingSwapEngine

All Implemented Interfaces:

PricingEngine, Observable, Observer

public class DiscountingSwapEngine
extends Swap.EngineImpl
implements Observer

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

Constructor and Description
DiscountingSwapEngine(Handle<YieldTermStructure> discountCurve)

Method Summary

Modifier and Type	Method and Description
void	calculate()

Methods inherited from class org.jquantlib.pricingengines.GenericEngine

addObserver, countObservers, deleteObserver, deleteObservers, getArguments, getObservers, getResults, notifyObservers, notifyObservers, reset, update

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.jquantlib.util.Observer

update

Constructor Detail

DiscountingSwapEngine

public DiscountingSwapEngine(Handle<YieldTermStructure> discountCurve)

Method Detail

calculate

public void calculate()

Specified by:

calculate in interface PricingEngine

Overrides:

calculate in class Swap.EngineImpl