Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LocalVolTermStructureHandle

java.lang.Object

org.quantlib.LocalVolTermStructureHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableLocalVolTermStructureHandle

public class LocalVolTermStructureHandle
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	LocalVolTermStructureHandle()
protected	LocalVolTermStructureHandle(long cPtr, boolean cMemoryOwn)
	LocalVolTermStructureHandle(LocalVolTermStructure arg0)

Method Summary

Modifier and Type	Method	Description
LocalVolTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Calendar	calendar()
LocalVolTermStructure	currentLink()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(LocalVolTermStructureHandle 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)
Date	maxDate()
double	maxStrike()
double	maxTime()
double	minStrike()
Date	referenceDate()
protected static long	swigRelease(LocalVolTermStructureHandle obj)
double	timeFromReference(Date date)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

LocalVolTermStructureHandle

protected LocalVolTermStructureHandle(long cPtr,
                                      boolean cMemoryOwn)

LocalVolTermStructureHandle

public LocalVolTermStructureHandle(LocalVolTermStructure arg0)

LocalVolTermStructureHandle

public LocalVolTermStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(LocalVolTermStructureHandle obj)

swigRelease

protected static long swigRelease(LocalVolTermStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

__deref__

public LocalVolTermStructure __deref__()

currentLink

public LocalVolTermStructure currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

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)

minStrike

public double minStrike()

maxStrike

public double maxStrike()

dayCounter

public DayCounter dayCounter()

timeFromReference

public double timeFromReference(Date date)

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()