Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackDeltaCalculator

java.lang.Object

org.quantlib.BlackDeltaCalculator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BlackDeltaCalculator
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackDeltaCalculator(long cPtr, boolean cMemoryOwn)
	BlackDeltaCalculator(Option.Type ot, DeltaVolQuote.DeltaType dt, double spot, double dDiscount, double fDiscount, double stDev)

Method Summary

Modifier and Type	Method	Description
double	atmStrike(DeltaVolQuote.AtmType atmT)
void	delete()
double	deltaFromStrike(double strike)
protected void	finalize()
protected static long	getCPtr(BlackDeltaCalculator obj)
double	strikeFromDelta(double delta)
protected static long	swigRelease(BlackDeltaCalculator obj)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

BlackDeltaCalculator

protected BlackDeltaCalculator(long cPtr,
                               boolean cMemoryOwn)

BlackDeltaCalculator

public BlackDeltaCalculator(Option.Type ot,
                            DeltaVolQuote.DeltaType dt,
                            double spot,
                            double dDiscount,
                            double fDiscount,
                            double stDev)

Method Detail

getCPtr

protected static long getCPtr(BlackDeltaCalculator obj)

swigRelease

protected static long swigRelease(BlackDeltaCalculator obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

deltaFromStrike

public double deltaFromStrike(double strike)

strikeFromDelta

public double strikeFromDelta(double delta)

atmStrike

public double atmStrike(DeltaVolQuote.AtmType atmT)