Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MonotonicCubicInterpolatedSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.MonotonicCubicInterpolatedSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class MonotonicCubicInterpolatedSmileSection
extends SmileSection
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type)
	MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift)
protected	MonotonicCubicInterpolatedSmileSection(long cPtr, boolean cMemoryOwn)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type)
	MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift)

Method Summary

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

Methods inherited from class org.quantlib.SmileSection

atmLevel, dayCounter, density, density, density, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, exerciseDate, exerciseTime, getCPtr, maxStrike, minStrike, optionPrice, optionPrice, optionPrice, referenceDate, shift, variance, vega, vega, volatility, volatility, volatility, volatilityType

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

MonotonicCubicInterpolatedSmileSection

protected MonotonicCubicInterpolatedSmileSection(long cPtr,
                                                 boolean cMemoryOwn)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc,
                                              VolatilityType type,
                                              double shift)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc,
                                              VolatilityType type)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              MonotonicCubic interpolator)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc,
                                              VolatilityType type,
                                              double shift)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc,
                                              VolatilityType type)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              MonotonicCubic interpolator,
                                              DayCounter dc)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              MonotonicCubic interpolator)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(double expiryTime,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate,
                                              VolatilityType type,
                                              double shift)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate,
                                              VolatilityType type)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel,
                                              DayCounter dc)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              QuoteHandleVector stdDevHandles,
                                              QuoteHandle atmLevel)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate,
                                              VolatilityType type,
                                              double shift)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate,
                                              VolatilityType type)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator,
                                              Date referenceDate)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              DayCounter dc,
                                              MonotonicCubic interpolator)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel,
                                              DayCounter dc)

MonotonicCubicInterpolatedSmileSection

public MonotonicCubicInterpolatedSmileSection(Date d,
                                              DoubleVector strikes,
                                              DoubleVector stdDevs,
                                              double atmLevel)

Method Detail

getCPtr

protected static long getCPtr(MonotonicCubicInterpolatedSmileSection obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SmileSection

finalize

protected void finalize()

Overrides:

finalize in class SmileSection

delete

public void delete()

Specified by:

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

Overrides:

delete in class SmileSection