Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackVarianceSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.BlackVolTermStructure

org.quantlib.BlackVarianceSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	BlackVarianceSurface.Extrapolation

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackVarianceSurface(long cPtr, boolean cMemoryOwn)
	BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter)
	BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower)
	BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper)
	BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper, String interpolator)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackVarianceSurface obj)
void	setInterpolation()
void	setInterpolation(String interpolator)
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

BlackVarianceSurface

protected BlackVarianceSurface(long cPtr,
                               boolean cMemoryOwn)

BlackVarianceSurface

public BlackVarianceSurface(Date referenceDate,
                            Calendar cal,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix blackVols,
                            DayCounter dayCounter,
                            BlackVarianceSurface.Extrapolation lower,
                            BlackVarianceSurface.Extrapolation upper,
                            String interpolator)

BlackVarianceSurface

public BlackVarianceSurface(Date referenceDate,
                            Calendar cal,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix blackVols,
                            DayCounter dayCounter,
                            BlackVarianceSurface.Extrapolation lower,
                            BlackVarianceSurface.Extrapolation upper)

BlackVarianceSurface

public BlackVarianceSurface(Date referenceDate,
                            Calendar cal,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix blackVols,
                            DayCounter dayCounter,
                            BlackVarianceSurface.Extrapolation lower)

BlackVarianceSurface

public BlackVarianceSurface(Date referenceDate,
                            Calendar cal,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix blackVols,
                            DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(BlackVarianceSurface 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

setInterpolation

public void setInterpolation(String interpolator)

setInterpolation

public void setInterpolation()