- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.TermStructure
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- org.quantlib.VolatilityTermStructure
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- org.quantlib.LocalVolTermStructure
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- org.quantlib.LocalConstantVol
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class LocalConstantVol extends LocalVolTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description LocalConstantVol(int settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)protectedLocalConstantVol(long cPtr, boolean cMemoryOwn)LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)
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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(LocalConstantVol obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.LocalVolTermStructure
getCPtr, localVol, localVol, localVol, localVol
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Methods inherited from class org.quantlib.VolatilityTermStructure
getCPtr, maxStrike, minStrike
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Methods inherited from class org.quantlib.TermStructure
allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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LocalConstantVol
protected LocalConstantVol(long cPtr, boolean cMemoryOwn)
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LocalConstantVol
public LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)
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LocalConstantVol
public LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)
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LocalConstantVol
public LocalConstantVol(int settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)
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LocalConstantVol
public LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
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Method Detail
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getCPtr
protected static long getCPtr(LocalConstantVol obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classLocalVolTermStructure
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finalize
protected void finalize()
- Overrides:
finalizein classLocalVolTermStructure
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classLocalVolTermStructure
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