Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class KInterpolatedYoYInflationOptionletVolatilitySurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.YoYOptionletVolatilitySurface

org.quantlib.KInterpolatedYoYInflationOptionletVolatilitySurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	KInterpolatedYoYInflationOptionletVolatilitySurface(long cPtr, boolean cMemoryOwn)
	KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope)
	KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope, Linear interpolator)

Method Summary

Modifier and Type	Method	Description
void	delete()
PairDoubleVector	Dslice(Date d)
protected void	finalize()
protected static long	getCPtr(KInterpolatedYoYInflationOptionletVolatilitySurface 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

KInterpolatedYoYInflationOptionletVolatilitySurface

protected KInterpolatedYoYInflationOptionletVolatilitySurface(long cPtr,
                                                              boolean cMemoryOwn)

KInterpolatedYoYInflationOptionletVolatilitySurface

public KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays,
                                                           Calendar calendar,
                                                           BusinessDayConvention bdc,
                                                           DayCounter dc,
                                                           Period lag,
                                                           YoYCapFloorTermPriceSurface capFloorPrices,
                                                           PricingEngine pricer,
                                                           YoYOptionletStripper yoyOptionletStripper,
                                                           double slope,
                                                           Linear interpolator)

KInterpolatedYoYInflationOptionletVolatilitySurface

public KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays,
                                                           Calendar calendar,
                                                           BusinessDayConvention bdc,
                                                           DayCounter dc,
                                                           Period lag,
                                                           YoYCapFloorTermPriceSurface capFloorPrices,
                                                           PricingEngine pricer,
                                                           YoYOptionletStripper yoyOptionletStripper,
                                                           double slope)

Method Detail

getCPtr

protected static long getCPtr(KInterpolatedYoYInflationOptionletVolatilitySurface 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

Dslice

public PairDoubleVector Dslice(Date d)