Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class InterpolatedYoYInflationOptionletVolatilityCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.YoYOptionletVolatilitySurface

org.quantlib.InterpolatedYoYInflationOptionletVolatilityCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	InterpolatedYoYInflationOptionletVolatilityCurve(long cPtr, boolean cMemoryOwn)
	InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike)
	InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike, Linear i)

Method Summary

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

InterpolatedYoYInflationOptionletVolatilityCurve

protected InterpolatedYoYInflationOptionletVolatilityCurve(long cPtr,
                                                           boolean cMemoryOwn)

InterpolatedYoYInflationOptionletVolatilityCurve

public InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays,
                                                        Calendar arg1,
                                                        BusinessDayConvention bdc,
                                                        DayCounter dc,
                                                        Period lag,
                                                        Frequency frequency,
                                                        boolean indexIsInterpolated,
                                                        DateVector d,
                                                        DoubleVector v,
                                                        double minStrike,
                                                        double maxStrike,
                                                        Linear i)

InterpolatedYoYInflationOptionletVolatilityCurve

public InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays,
                                                        Calendar arg1,
                                                        BusinessDayConvention bdc,
                                                        DayCounter dc,
                                                        Period lag,
                                                        Frequency frequency,
                                                        boolean indexIsInterpolated,
                                                        DateVector d,
                                                        DoubleVector v,
                                                        double minStrike,
                                                        double maxStrike)

Method Detail

getCPtr

protected static long getCPtr(InterpolatedYoYInflationOptionletVolatilityCurve 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