Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OptionletVolatilityStructureHandle

java.lang.Object

org.quantlib.OptionletVolatilityStructureHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableOptionletVolatilityStructureHandle

public class OptionletVolatilityStructureHandle
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
	OptionletVolatilityStructureHandle()
protected	OptionletVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)
	OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)

Method Summary

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

OptionletVolatilityStructureHandle

protected OptionletVolatilityStructureHandle(long cPtr,
                                             boolean cMemoryOwn)

OptionletVolatilityStructureHandle

public OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)

OptionletVolatilityStructureHandle

public OptionletVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(OptionletVolatilityStructureHandle obj)

swigRelease

protected static long swigRelease(OptionletVolatilityStructureHandle 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 OptionletVolatilityStructure __deref__()

currentLink

public OptionletVolatilityStructure currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

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)

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()