- java.lang.Object
-
- org.quantlib.Observable
-
- org.quantlib.SmileSection
-
- org.quantlib.SabrSmileSection
-
- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class SabrSmileSection extends SmileSection implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
-
-
Constructor Summary
Constructors Modifier Constructor Description SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters)SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift)SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift, VolatilityType volatilityType)protectedSabrSmileSection(long cPtr, boolean cMemoryOwn)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift, VolatilityType volatilityType)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift)SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift, VolatilityType volatilityType)
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doublealpha()doublebeta()voiddelete()protected voidfinalize()protected static longgetCPtr(SabrSmileSection obj)doublenu()doublerho()protected voidswigSetCMemOwn(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
-
-
-
-
Constructor Detail
-
SabrSmileSection
protected SabrSmileSection(long cPtr, boolean cMemoryOwn)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift, VolatilityType volatilityType)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc, double shift)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate, DayCounter dc)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, Date referenceDate)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift, VolatilityType volatilityType)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc, double shift)
-
SabrSmileSection
public SabrSmileSection(Date d, double forward, DoubleVector sabrParameters, DayCounter dc)
-
SabrSmileSection
public SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift, VolatilityType volatilityType)
-
SabrSmileSection
public SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters, double shift)
-
SabrSmileSection
public SabrSmileSection(double timeToExpiry, double forward, DoubleVector sabrParameters)
-
-
Method Detail
-
getCPtr
protected static long getCPtr(SabrSmileSection obj)
-
swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classSmileSection
-
finalize
protected void finalize()
- Overrides:
finalizein classSmileSection
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classSmileSection
-
alpha
public double alpha()
-
beta
public double beta()
-
nu
public double nu()
-
rho
public double rho()
-
-