Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CapHelper

java.lang.Object

org.quantlib.CalibrationHelper

org.quantlib.BlackCalibrationHelper

org.quantlib.CapHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CapHelper
extends BlackCalibrationHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.BlackCalibrationHelper

BlackCalibrationHelper.CalibrationErrorType

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CapHelper(long cPtr, boolean cMemoryOwn)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type)
	CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type, double shift)

Method Summary

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

Methods inherited from class org.quantlib.BlackCalibrationHelper

blackPrice, calibrationError, getCPtr, impliedVolatility, marketValue, modelValue, setPricingEngine, volatility, volatilityType

Methods inherited from class org.quantlib.CalibrationHelper

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

CapHelper

protected CapHelper(long cPtr,
                    boolean cMemoryOwn)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure,
                 BlackCalibrationHelper.CalibrationErrorType errorType,
                 VolatilityType type,
                 double shift)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure,
                 BlackCalibrationHelper.CalibrationErrorType errorType,
                 VolatilityType type)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure,
                 BlackCalibrationHelper.CalibrationErrorType errorType)

CapHelper

public CapHelper(Period length,
                 QuoteHandle volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(CapHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BlackCalibrationHelper

finalize

protected void finalize()

Overrides:

finalize in class BlackCalibrationHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class BlackCalibrationHelper

times

public DoubleVector times()