Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CubicInterpolatedSmileSection, FlatSmileSection, KahaleSmileSection, LinearInterpolatedSmileSection, MonotonicCubicInterpolatedSmileSection, NoArbSabrInterpolatedSmileSection, NoArbSabrSmileSection, SabrSmileSection, SplineCubicInterpolatedSmileSection, SviInterpolatedSmileSection, SviSmileSection, ZabrFullFdInterpolatedSmileSection, ZabrFullFdSmileSection, ZabrLocalVolatilityInterpolatedSmileSection, ZabrLocalVolatilitySmileSection, ZabrShortMaturityLognormalInterpolatedSmileSection, ZabrShortMaturityLognormalSmileSection, ZabrShortMaturityNormalInterpolatedSmileSection, ZabrShortMaturityNormalSmileSection

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	atmLevel()
DayCounter	dayCounter()
void	delete()
double	density(double strike)
double	density(double strike, double discount)
double	density(double strike, double discount, double gap)
double	digitalOptionPrice(double strike)
double	digitalOptionPrice(double strike, Option.Type type)
double	digitalOptionPrice(double strike, Option.Type type, double discount)
double	digitalOptionPrice(double strike, Option.Type type, double discount, double gap)
Date	exerciseDate()
double	exerciseTime()
protected void	finalize()
protected static long	getCPtr(SmileSection obj)
double	maxStrike()
double	minStrike()
double	optionPrice(double strike)
double	optionPrice(double strike, Option.Type type)
double	optionPrice(double strike, Option.Type type, double discount)
Date	referenceDate()
double	shift()
protected void	swigSetCMemOwn(boolean own)
double	variance(double strike)
double	vega(double strike)
double	vega(double strike, double discount)
double	volatility(double strike)
double	volatility(double strike, VolatilityType type)
double	volatility(double strike, VolatilityType type, double shift)
VolatilityType	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

SmileSection

protected SmileSection(long cPtr,
                       boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(SmileSection obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Observable

finalize

protected void finalize()

Overrides:

finalize in class Observable

delete

public void delete()

Specified by:

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

Overrides:

delete in class Observable

minStrike

public double minStrike()

maxStrike

public double maxStrike()

atmLevel

public double atmLevel()

variance

public double variance(double strike)

volatility

public double volatility(double strike)

exerciseDate

public Date exerciseDate()

volatilityType

public VolatilityType volatilityType()

shift

public double shift()

referenceDate

public Date referenceDate()

exerciseTime

public double exerciseTime()

dayCounter

public DayCounter dayCounter()

optionPrice

public double optionPrice(double strike,
                          Option.Type type,
                          double discount)

optionPrice

public double optionPrice(double strike,
                          Option.Type type)

optionPrice

public double optionPrice(double strike)

digitalOptionPrice

public double digitalOptionPrice(double strike,
                                 Option.Type type,
                                 double discount,
                                 double gap)

digitalOptionPrice

public double digitalOptionPrice(double strike,
                                 Option.Type type,
                                 double discount)

digitalOptionPrice

public double digitalOptionPrice(double strike,
                                 Option.Type type)

digitalOptionPrice

public double digitalOptionPrice(double strike)

vega

public double vega(double strike,
                   double discount)

vega

public double vega(double strike)

density

public double density(double strike,
                      double discount,
                      double gap)

density

public double density(double strike,
                      double discount)

density

public double density(double strike)

volatility

public double volatility(double strike,
                         VolatilityType type,
                         double shift)

volatility

public double volatility(double strike,
                         VolatilityType type)