Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class InterpolatedSwaptionVolatilityCube

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.SwaptionVolatilityStructure

org.quantlib.SwaptionVolatilityDiscrete

org.quantlib.SwaptionVolatilityCube

org.quantlib.InterpolatedSwaptionVolatilityCube

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class InterpolatedSwaptionVolatilityCube
extends SwaptionVolatilityCube
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	InterpolatedSwaptionVolatilityCube(long cPtr, boolean cMemoryOwn)
	InterpolatedSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit)

Method Summary

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

Methods inherited from class org.quantlib.SwaptionVolatilityCube

atmStrike, getCPtr

Methods inherited from class org.quantlib.SwaptionVolatilityDiscrete

getCPtr, optionDateFromTime, optionDates, optionTenors, optionTimes, swapLengths, swapTenors

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

InterpolatedSwaptionVolatilityCube

protected InterpolatedSwaptionVolatilityCube(long cPtr,
                                             boolean cMemoryOwn)

InterpolatedSwaptionVolatilityCube

public InterpolatedSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure,
                                          PeriodVector optionTenors,
                                          PeriodVector swapTenors,
                                          DoubleVector strikeSpreads,
                                          QuoteHandleVectorVector volSpreads,
                                          SwapIndex swapIndex,
                                          SwapIndex shortSwapIndex,
                                          boolean vegaWeightedSmileFit)

Method Detail

getCPtr

protected static long getCPtr(InterpolatedSwaptionVolatilityCube obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SwaptionVolatilityCube

finalize

protected void finalize()

Overrides:

finalize in class SwaptionVolatilityCube

delete

public void delete()

Specified by:

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

Overrides:

delete in class SwaptionVolatilityCube