Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NoExceptLocalVolSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.LocalVolTermStructure

org.quantlib.LocalVolSurface

org.quantlib.NoExceptLocalVolSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

Methods inherited from class org.quantlib.LocalVolSurface

getCPtr

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

NoExceptLocalVolSurface

protected NoExceptLocalVolSurface(long cPtr,
                                  boolean cMemoryOwn)

NoExceptLocalVolSurface

public NoExceptLocalVolSurface(BlackVolTermStructureHandle blackTS,
                               YieldTermStructureHandle riskFreeTS,
                               YieldTermStructureHandle dividendTS,
                               QuoteHandle underlying,
                               double illegalLocalVolOverwrite)

NoExceptLocalVolSurface

public NoExceptLocalVolSurface(BlackVolTermStructureHandle blackTS,
                               YieldTermStructureHandle riskFreeTS,
                               YieldTermStructureHandle dividendTS,
                               double underlying,
                               double illegalLocalVolOverwrite)

Method Detail

getCPtr

protected static long getCPtr(NoExceptLocalVolSurface obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class LocalVolSurface

finalize

protected void finalize()

Overrides:

finalize in class LocalVolSurface

delete

public void delete()

Specified by:

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

Overrides:

delete in class LocalVolSurface