Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ConstantYoYOptionletVolatility

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.YoYOptionletVolatilitySurface

org.quantlib.ConstantYoYOptionletVolatility

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ConstantYoYOptionletVolatility
extends YoYOptionletVolatilitySurface
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated)
	ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated, double minStrike)
	ConstantYoYOptionletVolatility(double volatility, long settlementDays, Calendar cal, BusinessDayConvention bdc, DayCounter dc, Period observationLag, Frequency frequency, boolean indexIsInterpolated, double minStrike, double maxStrike)
protected	ConstantYoYOptionletVolatility(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class org.quantlib.YoYOptionletVolatilitySurface

baseDate, baseLevel, frequency, getCPtr, indexIsInterpolated, maxStrike, minStrike, observationLag, timeFromBase, timeFromBase, totalVariance, totalVariance, totalVariance, totalVariance, totalVariance, totalVariance, volatility, volatility, volatility, volatility, volatility, volatility

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr

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

ConstantYoYOptionletVolatility

protected ConstantYoYOptionletVolatility(long cPtr,
                                         boolean cMemoryOwn)

ConstantYoYOptionletVolatility

public ConstantYoYOptionletVolatility(double volatility,
                                      long settlementDays,
                                      Calendar cal,
                                      BusinessDayConvention bdc,
                                      DayCounter dc,
                                      Period observationLag,
                                      Frequency frequency,
                                      boolean indexIsInterpolated,
                                      double minStrike,
                                      double maxStrike)

ConstantYoYOptionletVolatility

public ConstantYoYOptionletVolatility(double volatility,
                                      long settlementDays,
                                      Calendar cal,
                                      BusinessDayConvention bdc,
                                      DayCounter dc,
                                      Period observationLag,
                                      Frequency frequency,
                                      boolean indexIsInterpolated,
                                      double minStrike)

ConstantYoYOptionletVolatility

public ConstantYoYOptionletVolatility(double volatility,
                                      long settlementDays,
                                      Calendar cal,
                                      BusinessDayConvention bdc,
                                      DayCounter dc,
                                      Period observationLag,
                                      Frequency frequency,
                                      boolean indexIsInterpolated)

Method Detail

getCPtr

protected static long getCPtr(ConstantYoYOptionletVolatility obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class YoYOptionletVolatilitySurface

finalize

protected void finalize()

Overrides:

finalize in class YoYOptionletVolatilitySurface

delete

public void delete()

Specified by:

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

Overrides:

delete in class YoYOptionletVolatilitySurface