Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FixedLocalVolSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.LocalVolTermStructure

org.quantlib.FixedLocalVolSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FixedLocalVolSurface
extends LocalVolTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FixedLocalVolSurface.Extrapolation

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FixedLocalVolSurface(long cPtr, boolean cMemoryOwn)
	FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
	FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
	FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
	FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FixedLocalVolSurface obj)
void	setInterpolation()
void	setInterpolation(String interpolator)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.LocalVolTermStructure

getCPtr, localVol, localVol, localVol, localVol

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

FixedLocalVolSurface

protected FixedLocalVolSurface(long cPtr,
                               boolean cMemoryOwn)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation,
                            FixedLocalVolSurface.Extrapolation upperExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DateVector dates,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation,
                            FixedLocalVolSurface.Extrapolation upperExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVectorVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation,
                            FixedLocalVolSurface.Extrapolation upperExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVectorVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter,
                            FixedLocalVolSurface.Extrapolation lowerExtrapolation)

FixedLocalVolSurface

public FixedLocalVolSurface(Date referenceDate,
                            DoubleVector times,
                            DoubleVectorVector strikes,
                            Matrix localVolMatrix,
                            DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(FixedLocalVolSurface obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class LocalVolTermStructure

finalize

protected void finalize()

Overrides:

finalize in class LocalVolTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class LocalVolTermStructure

setInterpolation

public void setInterpolation(String interpolator)

setInterpolation

public void setInterpolation()