- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.SmileSection
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- org.quantlib.KahaleSmileSection
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class KahaleSmileSection extends SmileSection implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedKahaleSmileSection(long cPtr, boolean cMemoryOwn)KahaleSmileSection(SmileSection source)KahaleSmileSection(SmileSection source, double atm)KahaleSmileSection(SmileSection source, double atm, boolean interpolate)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex, int forcedRightIndex)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(KahaleSmileSection obj)protected voidswigSetCMemOwn(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
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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KahaleSmileSection
protected KahaleSmileSection(long cPtr, boolean cMemoryOwn)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex, int forcedRightIndex)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm, boolean interpolate)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source, double atm)
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KahaleSmileSection
public KahaleSmileSection(SmileSection source)
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Method Detail
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getCPtr
protected static long getCPtr(KahaleSmileSection obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classSmileSection
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finalize
protected void finalize()
- Overrides:
finalizein classSmileSection
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classSmileSection
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