Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class KahaleSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.KahaleSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	KahaleSmileSection(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)

Method Summary

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

KahaleSmileSection

protected KahaleSmileSection(long cPtr,
                             boolean cMemoryOwn)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation,
                          boolean deleteArbitragePoints,
                          DoubleVector moneynessGrid,
                          double gap,
                          int forcedLeftIndex,
                          int forcedRightIndex)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation,
                          boolean deleteArbitragePoints,
                          DoubleVector moneynessGrid,
                          double gap,
                          int forcedLeftIndex)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation,
                          boolean deleteArbitragePoints,
                          DoubleVector moneynessGrid,
                          double gap)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation,
                          boolean deleteArbitragePoints,
                          DoubleVector moneynessGrid)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation,
                          boolean deleteArbitragePoints)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate,
                          boolean exponentialExtrapolation)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm,
                          boolean interpolate)

KahaleSmileSection

public KahaleSmileSection(SmileSection source,
                          double atm)

KahaleSmileSection

public KahaleSmileSection(SmileSection source)

Method Detail

getCPtr

protected static long getCPtr(KahaleSmileSection 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