Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LocalVolTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.LocalVolTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

AndreasenHugeLocalVolAdapter, FixedLocalVolSurface, GridModelLocalVolSurface, LocalConstantVol, LocalVolSurface

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LocalVolTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LocalVolTermStructure obj)
double	localVol(double arg0, double u)
double	localVol(double arg0, double u, boolean extrapolate)
double	localVol(Date arg0, double u)
double	localVol(Date arg0, double u, boolean extrapolate)
protected void	swigSetCMemOwn(boolean own)

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

LocalVolTermStructure

protected LocalVolTermStructure(long cPtr,
                                boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(LocalVolTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class VolatilityTermStructure

finalize

protected void finalize()

Overrides:

finalize in class VolatilityTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class VolatilityTermStructure

localVol

public double localVol(Date arg0,
                       double u,
                       boolean extrapolate)

localVol

public double localVol(Date arg0,
                       double u)

localVol

public double localVol(double arg0,
                       double u,
                       boolean extrapolate)

localVol

public double localVol(double arg0,
                       double u)