Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SplineCubicInterpolatedSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.SplineCubicInterpolatedSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type)
	SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift)
protected	SplineCubicInterpolatedSmileSection(long cPtr, boolean cMemoryOwn)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type, double shift)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type)
	SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type, double shift)

Method Summary

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

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

SplineCubicInterpolatedSmileSection

protected SplineCubicInterpolatedSmileSection(long cPtr,
                                              boolean cMemoryOwn)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc,
                                           VolatilityType type,
                                           double shift)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc,
                                           VolatilityType type)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           SplineCubic interpolator)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc,
                                           VolatilityType type,
                                           double shift)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc,
                                           VolatilityType type)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           SplineCubic interpolator,
                                           DayCounter dc)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           SplineCubic interpolator)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(double expiryTime,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate,
                                           VolatilityType type,
                                           double shift)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate,
                                           VolatilityType type)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel,
                                           DayCounter dc)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           QuoteHandleVector stdDevHandles,
                                           QuoteHandle atmLevel)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate,
                                           VolatilityType type,
                                           double shift)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate,
                                           VolatilityType type)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator,
                                           Date referenceDate)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           DayCounter dc,
                                           SplineCubic interpolator)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel,
                                           DayCounter dc)

SplineCubicInterpolatedSmileSection

public SplineCubicInterpolatedSmileSection(Date d,
                                           DoubleVector strikes,
                                           DoubleVector stdDevs,
                                           double atmLevel)

Method Detail

getCPtr

protected static long getCPtr(SplineCubicInterpolatedSmileSection obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SmileSection

finalize

protected void finalize()

Overrides:

finalize in class SmileSection

delete

public void delete()

Specified by:

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

Overrides:

delete in class SmileSection