Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LinearInterpolatedSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.LinearInterpolatedSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)
	LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)
protected	LinearInterpolatedSmileSection(long cPtr, boolean cMemoryOwn)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
	LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)

Method Summary

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

LinearInterpolatedSmileSection

protected LinearInterpolatedSmileSection(long cPtr,
                                         boolean cMemoryOwn)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      Linear interpolator,
                                      DayCounter dc,
                                      VolatilityType type,
                                      double shift)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      Linear interpolator,
                                      DayCounter dc,
                                      VolatilityType type)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      Linear interpolator,
                                      DayCounter dc)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      Linear interpolator)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      Linear interpolator,
                                      DayCounter dc,
                                      VolatilityType type,
                                      double shift)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      Linear interpolator,
                                      DayCounter dc,
                                      VolatilityType type)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      Linear interpolator,
                                      DayCounter dc)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      Linear interpolator)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(double expiryTime,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate,
                                      VolatilityType type,
                                      double shift)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate,
                                      VolatilityType type)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      DayCounter dc,
                                      Linear interpolator)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel,
                                      DayCounter dc)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      QuoteHandleVector stdDevHandles,
                                      QuoteHandle atmLevel)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate,
                                      VolatilityType type,
                                      double shift)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate,
                                      VolatilityType type)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      DayCounter dc,
                                      Linear interpolator,
                                      Date referenceDate)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      DayCounter dc,
                                      Linear interpolator)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel,
                                      DayCounter dc)

LinearInterpolatedSmileSection

public LinearInterpolatedSmileSection(Date d,
                                      DoubleVector strikes,
                                      DoubleVector stdDevs,
                                      double atmLevel)

Method Detail

getCPtr

protected static long getCPtr(LinearInterpolatedSmileSection 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