Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ConstantSwaptionVolatility

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.SwaptionVolatilityStructure

org.quantlib.ConstantSwaptionVolatility

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ConstantSwaptionVolatility
extends SwaptionVolatilityStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ConstantSwaptionVolatility(long cPtr, boolean cMemoryOwn)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)

Method Summary

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

Methods inherited from class org.quantlib.SwaptionVolatilityStructure

blackVariance, blackVariance, blackVariance, blackVariance, getCPtr, optionDateFromTenor, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, 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

ConstantSwaptionVolatility

protected ConstantSwaptionVolatility(long cPtr,
                                     boolean cMemoryOwn)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc)

Method Detail

getCPtr

protected static long getCPtr(ConstantSwaptionVolatility obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SwaptionVolatilityStructure

finalize

protected void finalize()

Overrides:

finalize in class SwaptionVolatilityStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class SwaptionVolatilityStructure