- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.TermStructure
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- org.quantlib.VolatilityTermStructure
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- org.quantlib.BlackVolTermStructure
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- org.quantlib.BlackVarianceSurface
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class BlackVarianceSurface extends BlackVolTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classBlackVarianceSurface.Extrapolation
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Constructor Summary
Constructors Modifier Constructor Description protectedBlackVarianceSurface(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)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(BlackVarianceSurface obj)voidsetInterpolation()voidsetInterpolation(String interpolator)protected voidswigSetCMemOwn(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
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Methods inherited from class org.quantlib.VolatilityTermStructure
getCPtr, maxStrike, minStrike
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Methods inherited from class org.quantlib.TermStructure
allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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BlackVarianceSurface
protected BlackVarianceSurface(long cPtr, boolean cMemoryOwn)
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BlackVarianceSurface
public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper, String interpolator)
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BlackVarianceSurface
public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper)
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BlackVarianceSurface
public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower)
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BlackVarianceSurface
public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter)
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Method Detail
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getCPtr
protected static long getCPtr(BlackVarianceSurface obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classBlackVolTermStructure
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finalize
protected void finalize()
- Overrides:
finalizein classBlackVolTermStructure
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classBlackVolTermStructure
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setInterpolation
public void setInterpolation(String interpolator)
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setInterpolation
public void setInterpolation()
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