Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CapFloorTermVolatilityStructureHandle

java.lang.Object

org.quantlib.CapFloorTermVolatilityStructureHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableCapFloorTermVolatilityStructureHandle

public class CapFloorTermVolatilityStructureHandle
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
	CapFloorTermVolatilityStructureHandle()
protected	CapFloorTermVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)
	CapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructure arg0)

Method Summary

Modifier and Type	Method	Description
CapFloorTermVolatilityStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Calendar	calendar()
CapFloorTermVolatilityStructure	currentLink()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(CapFloorTermVolatilityStructureHandle obj)
Date	maxDate()
double	maxStrike()
double	maxTime()
double	minStrike()
Date	referenceDate()
protected static long	swigRelease(CapFloorTermVolatilityStructureHandle obj)
double	timeFromReference(Date date)
double	volatility(double end, double strike)
double	volatility(double end, double strike, boolean extrapolate)
double	volatility(Date end, double strike)
double	volatility(Date end, double strike, boolean extrapolate)
double	volatility(Period length, double strike)
double	volatility(Period length, double strike, boolean extrapolate)

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

CapFloorTermVolatilityStructureHandle

protected CapFloorTermVolatilityStructureHandle(long cPtr,
                                                boolean cMemoryOwn)

CapFloorTermVolatilityStructureHandle

public CapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructure arg0)

CapFloorTermVolatilityStructureHandle

public CapFloorTermVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(CapFloorTermVolatilityStructureHandle obj)

swigRelease

protected static long swigRelease(CapFloorTermVolatilityStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

__deref__

public CapFloorTermVolatilityStructure __deref__()

currentLink

public CapFloorTermVolatilityStructure currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

volatility

public double volatility(Period length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Period length,
                         double strike)

volatility

public double volatility(Date end,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date end,
                         double strike)

volatility

public double volatility(double end,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double end,
                         double strike)

minStrike

public double minStrike()

maxStrike

public double maxStrike()

dayCounter

public DayCounter dayCounter()

timeFromReference

public double timeFromReference(Date date)

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()