Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CubicInterpolatedSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.CubicInterpolatedSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CubicInterpolatedSmileSection
extends SmileSection
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type)
	CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift)
protected	CubicInterpolatedSmileSection(long cPtr, boolean cMemoryOwn)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type, double shift)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type)
	CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type, double shift)

Method Summary

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

Methods inherited from class org.quantlib.SmileSection

atmLevel, dayCounter, density, density, density, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, exerciseDate, exerciseTime, getCPtr, maxStrike, minStrike, optionPrice, optionPrice, optionPrice, referenceDate, shift, variance, vega, vega, volatility, volatility, volatility, volatilityType

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

CubicInterpolatedSmileSection

protected CubicInterpolatedSmileSection(long cPtr,
                                        boolean cMemoryOwn)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc,
                                     VolatilityType type,
                                     double shift)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc,
                                     VolatilityType type)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     Cubic interpolator)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc,
                                     VolatilityType type,
                                     double shift)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc,
                                     VolatilityType type)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     Cubic interpolator,
                                     DayCounter dc)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     Cubic interpolator)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(double expiryTime,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate,
                                     VolatilityType type,
                                     double shift)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate,
                                     VolatilityType type)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel,
                                     DayCounter dc)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     QuoteHandleVector stdDevHandles,
                                     QuoteHandle atmLevel)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate,
                                     VolatilityType type,
                                     double shift)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate,
                                     VolatilityType type)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator,
                                     Date referenceDate)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     DayCounter dc,
                                     Cubic interpolator)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel,
                                     DayCounter dc)

CubicInterpolatedSmileSection

public CubicInterpolatedSmileSection(Date d,
                                     DoubleVector strikes,
                                     DoubleVector stdDevs,
                                     double atmLevel)

Method Detail

getCPtr

protected static long getCPtr(CubicInterpolatedSmileSection obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SmileSection

finalize

protected void finalize()

Overrides:

finalize in class SmileSection

delete

public void delete()

Specified by:

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

Overrides:

delete in class SmileSection