Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackVolTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.BlackVolTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

AndreasenHugeVolatilityAdapter, BlackConstantVol, BlackVarianceCurve, BlackVarianceSurface, HestonBlackVolSurface

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackVolTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
double	blackForwardVariance(double arg0, double arg1, double strike)
double	blackForwardVariance(double arg0, double arg1, double strike, boolean extrapolate)
double	blackForwardVariance(Date arg0, Date arg1, double strike)
double	blackForwardVariance(Date arg0, Date arg1, double strike, boolean extrapolate)
double	blackForwardVol(double arg0, double arg1, double strike)
double	blackForwardVol(double arg0, double arg1, double strike, boolean extrapolate)
double	blackForwardVol(Date arg0, Date arg1, double strike)
double	blackForwardVol(Date arg0, Date arg1, double strike, boolean extrapolate)
double	blackVariance(double arg0, double strike)
double	blackVariance(double arg0, double strike, boolean extrapolate)
double	blackVariance(Date arg0, double strike)
double	blackVariance(Date arg0, double strike, boolean extrapolate)
double	blackVol(double arg0, double strike)
double	blackVol(double arg0, double strike, boolean extrapolate)
double	blackVol(Date arg0, double strike)
double	blackVol(Date arg0, double strike, boolean extrapolate)
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackVolTermStructure obj)
protected void	swigSetCMemOwn(boolean own)

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

BlackVolTermStructure

protected BlackVolTermStructure(long cPtr,
                                boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(BlackVolTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class VolatilityTermStructure

finalize

protected void finalize()

Overrides:

finalize in class VolatilityTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class VolatilityTermStructure

blackVol

public double blackVol(Date arg0,
                       double strike,
                       boolean extrapolate)

blackVol

public double blackVol(Date arg0,
                       double strike)

blackVol

public double blackVol(double arg0,
                       double strike,
                       boolean extrapolate)

blackVol

public double blackVol(double arg0,
                       double strike)

blackVariance

public double blackVariance(Date arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(Date arg0,
                            double strike)

blackVariance

public double blackVariance(double arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(double arg0,
                            double strike)

blackForwardVol

public double blackForwardVol(Date arg0,
                              Date arg1,
                              double strike,
                              boolean extrapolate)

blackForwardVol

public double blackForwardVol(Date arg0,
                              Date arg1,
                              double strike)

blackForwardVol

public double blackForwardVol(double arg0,
                              double arg1,
                              double strike,
                              boolean extrapolate)

blackForwardVol

public double blackForwardVol(double arg0,
                              double arg1,
                              double strike)

blackForwardVariance

public double blackForwardVariance(Date arg0,
                                   Date arg1,
                                   double strike,
                                   boolean extrapolate)

blackForwardVariance

public double blackForwardVariance(Date arg0,
                                   Date arg1,
                                   double strike)

blackForwardVariance

public double blackForwardVariance(double arg0,
                                   double arg1,
                                   double strike,
                                   boolean extrapolate)

blackForwardVariance

public double blackForwardVariance(double arg0,
                                   double arg1,
                                   double strike)