Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LocalConstantVol

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.LocalVolTermStructure

org.quantlib.LocalConstantVol

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class LocalConstantVol
extends LocalVolTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	LocalConstantVol(int settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)
	LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
protected	LocalConstantVol(long cPtr, boolean cMemoryOwn)
	LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)
	LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LocalConstantVol obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.LocalVolTermStructure

getCPtr, localVol, localVol, localVol, localVol

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr, maxStrike, minStrike

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

LocalConstantVol

protected LocalConstantVol(long cPtr,
                           boolean cMemoryOwn)

LocalConstantVol

public LocalConstantVol(Date referenceDate,
                        double volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(Date referenceDate,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(int settlementDays,
                        Calendar calendar,
                        double volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(int settlementDays,
                        Calendar calendar,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(LocalConstantVol obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class LocalVolTermStructure

finalize

protected void finalize()

Overrides:

finalize in class LocalVolTermStructure

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class LocalVolTermStructure