Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OptionletVolatilityStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.OptionletVolatilityStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

ConstantOptionletVolatility, StrippedOptionletAdapter

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	blackVariance(double arg0, double strike)
double	blackVariance(double arg0, double strike, boolean extrapolate)
double	blackVariance(Date arg0, double strike)
double	blackVariance(Date arg0, double strike, boolean extrapolate)
void	delete()
protected void	finalize()
protected static long	getCPtr(OptionletVolatilityStructure obj)
protected void	swigSetCMemOwn(boolean own)
double	volatility(double arg0, double strike)
double	volatility(double arg0, double strike, boolean extrapolate)
double	volatility(Date arg0, double strike)
double	volatility(Date arg0, double strike, boolean extrapolate)

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

OptionletVolatilityStructure

protected OptionletVolatilityStructure(long cPtr,
                                       boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(OptionletVolatilityStructure 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

volatility

public double volatility(Date arg0,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date arg0,
                         double strike)

volatility

public double volatility(double arg0,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double arg0,
                         double strike)

blackVariance

public double blackVariance(Date arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(Date arg0,
                            double strike)

blackVariance

public double blackVariance(double arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(double arg0,
                            double strike)