- java.lang.Object
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- org.quantlib.CalibrationHelper
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- org.quantlib.BlackCalibrationHelper
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
CapHelper,HestonModelHelper,SwaptionHelper
public class BlackCalibrationHelper extends CalibrationHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classBlackCalibrationHelper.CalibrationErrorType
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Constructor Summary
Constructors Modifier Constructor Description protectedBlackCalibrationHelper(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doubleblackPrice(double volatility)doublecalibrationError()voiddelete()protected voidfinalize()protected static longgetCPtr(BlackCalibrationHelper obj)doubleimpliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol)doublemarketValue()doublemodelValue()voidsetPricingEngine(PricingEngine engine)protected voidswigSetCMemOwn(boolean own)QuoteHandlevolatility()VolatilityTypevolatilityType()-
Methods inherited from class org.quantlib.CalibrationHelper
getCPtr
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Constructor Detail
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BlackCalibrationHelper
protected BlackCalibrationHelper(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(BlackCalibrationHelper obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classCalibrationHelper
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finalize
protected void finalize()
- Overrides:
finalizein classCalibrationHelper
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classCalibrationHelper
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setPricingEngine
public void setPricingEngine(PricingEngine engine)
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marketValue
public double marketValue()
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modelValue
public double modelValue()
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impliedVolatility
public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol)
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blackPrice
public double blackPrice(double volatility)
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volatility
public QuoteHandle volatility()
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volatilityType
public VolatilityType volatilityType()
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calibrationError
public double calibrationError()
- Overrides:
calibrationErrorin classCalibrationHelper
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