Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FlatSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.FlatSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	FlatSmileSection(double exerciseTime, double vol, DayCounter dc)
	FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel)
	FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel, VolatilityType type)
	FlatSmileSection(double exerciseTime, double vol, DayCounter dc, double atmLevel, VolatilityType type, double shift)
protected	FlatSmileSection(long cPtr, boolean cMemoryOwn)
	FlatSmileSection(Date d, double vol, DayCounter dc)
	FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate)
	FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel)
	FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel, VolatilityType type)
	FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate, double atmLevel, VolatilityType type, double shift)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FlatSmileSection 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

FlatSmileSection

protected FlatSmileSection(long cPtr,
                           boolean cMemoryOwn)

FlatSmileSection

public FlatSmileSection(Date d,
                        double vol,
                        DayCounter dc,
                        Date referenceDate,
                        double atmLevel,
                        VolatilityType type,
                        double shift)

FlatSmileSection

public FlatSmileSection(Date d,
                        double vol,
                        DayCounter dc,
                        Date referenceDate,
                        double atmLevel,
                        VolatilityType type)

FlatSmileSection

public FlatSmileSection(Date d,
                        double vol,
                        DayCounter dc,
                        Date referenceDate,
                        double atmLevel)

FlatSmileSection

public FlatSmileSection(Date d,
                        double vol,
                        DayCounter dc,
                        Date referenceDate)

FlatSmileSection

public FlatSmileSection(Date d,
                        double vol,
                        DayCounter dc)

FlatSmileSection

public FlatSmileSection(double exerciseTime,
                        double vol,
                        DayCounter dc,
                        double atmLevel,
                        VolatilityType type,
                        double shift)

FlatSmileSection

public FlatSmileSection(double exerciseTime,
                        double vol,
                        DayCounter dc,
                        double atmLevel,
                        VolatilityType type)

FlatSmileSection

public FlatSmileSection(double exerciseTime,
                        double vol,
                        DayCounter dc,
                        double atmLevel)

FlatSmileSection

public FlatSmileSection(double exerciseTime,
                        double vol,
                        DayCounter dc)

Method Detail

getCPtr

protected static long getCPtr(FlatSmileSection 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