Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NoArbSabrSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.NoArbSabrSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	NoArbSabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters)
	NoArbSabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift)
	NoArbSabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift, VolatilityType volatilityType)
protected	NoArbSabrSmileSection(long cPtr, boolean cMemoryOwn)
	NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters)
	NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc)
	NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift)
	NoArbSabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift, VolatilityType volatilityType)

Method Summary

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

NoArbSabrSmileSection

protected NoArbSabrSmileSection(long cPtr,
                                boolean cMemoryOwn)

NoArbSabrSmileSection

public NoArbSabrSmileSection(double timeToExpiry,
                             double forward,
                             DoubleVector sabrParameters,
                             double shift,
                             VolatilityType volatilityType)

NoArbSabrSmileSection

public NoArbSabrSmileSection(double timeToExpiry,
                             double forward,
                             DoubleVector sabrParameters,
                             double shift)

NoArbSabrSmileSection

public NoArbSabrSmileSection(double timeToExpiry,
                             double forward,
                             DoubleVector sabrParameters)

NoArbSabrSmileSection

public NoArbSabrSmileSection(Date d,
                             double forward,
                             DoubleVector sabrParameters,
                             DayCounter dc,
                             double shift,
                             VolatilityType volatilityType)

NoArbSabrSmileSection

public NoArbSabrSmileSection(Date d,
                             double forward,
                             DoubleVector sabrParameters,
                             DayCounter dc,
                             double shift)

NoArbSabrSmileSection

public NoArbSabrSmileSection(Date d,
                             double forward,
                             DoubleVector sabrParameters,
                             DayCounter dc)

NoArbSabrSmileSection

public NoArbSabrSmileSection(Date d,
                             double forward,
                             DoubleVector sabrParameters)

Method Detail

getCPtr

protected static long getCPtr(NoArbSabrSmileSection 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