Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LocalVolSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.LocalVolTermStructure

org.quantlib.LocalVolSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

NoExceptLocalVolSurface

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LocalVolSurface(long cPtr, boolean cMemoryOwn)
	LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying)
	LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)

Method Summary

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

LocalVolSurface

protected LocalVolSurface(long cPtr,
                          boolean cMemoryOwn)

LocalVolSurface

public LocalVolSurface(BlackVolTermStructureHandle blackTS,
                       YieldTermStructureHandle riskFreeTS,
                       YieldTermStructureHandle dividendTS,
                       QuoteHandle underlying)

LocalVolSurface

public LocalVolSurface(BlackVolTermStructureHandle blackTS,
                       YieldTermStructureHandle riskFreeTS,
                       YieldTermStructureHandle dividendTS,
                       double underlying)

Method Detail

getCPtr

protected static long getCPtr(LocalVolSurface 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