Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CapFloorTermVolCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.CapFloorTermVolatilityStructure

org.quantlib.CapFloorTermVolCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CapFloorTermVolCurve
extends CapFloorTermVolatilityStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CapFloorTermVolCurve(long cPtr, boolean cMemoryOwn)
	CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
	CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
	CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
	CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)

Method Summary

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

Methods inherited from class org.quantlib.CapFloorTermVolatilityStructure

getCPtr, volatility, volatility, volatility, volatility, volatility, volatility

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

CapFloorTermVolCurve

protected CapFloorTermVolCurve(long cPtr,
                               boolean cMemoryOwn)

CapFloorTermVolCurve

public CapFloorTermVolCurve(Date referenceDate,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols,
                            DayCounter dc)

CapFloorTermVolCurve

public CapFloorTermVolCurve(Date referenceDate,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols)

CapFloorTermVolCurve

public CapFloorTermVolCurve(long settlementDays,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols,
                            DayCounter dc)

CapFloorTermVolCurve

public CapFloorTermVolCurve(long settlementDays,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols)

Method Detail

getCPtr

protected static long getCPtr(CapFloorTermVolCurve obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CapFloorTermVolatilityStructure

finalize

protected void finalize()

Overrides:

finalize in class CapFloorTermVolatilityStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class CapFloorTermVolatilityStructure