Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackConstantVol

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.BlackVolTermStructure

org.quantlib.BlackConstantVol

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BlackConstantVol
extends BlackVolTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackConstantVol(long cPtr, boolean cMemoryOwn)
	BlackConstantVol(long settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)
	BlackConstantVol(long settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
	BlackConstantVol(Date referenceDate, Calendar c, double volatility, DayCounter dayCounter)
	BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackConstantVol obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.BlackVolTermStructure

blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVol, blackForwardVol, blackForwardVol, blackForwardVol, blackVariance, blackVariance, blackVariance, blackVariance, blackVol, blackVol, blackVol, blackVol, getCPtr

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr, maxStrike, minStrike

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

BlackConstantVol

protected BlackConstantVol(long cPtr,
                           boolean cMemoryOwn)

BlackConstantVol

public BlackConstantVol(Date referenceDate,
                        Calendar c,
                        double volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(Date referenceDate,
                        Calendar c,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(long settlementDays,
                        Calendar calendar,
                        double volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(long settlementDays,
                        Calendar calendar,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(BlackConstantVol obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BlackVolTermStructure

finalize

protected void finalize()

Overrides:

finalize in class BlackVolTermStructure

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class BlackVolTermStructure