Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SviSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.SviSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	SviSmileSection(double timeToExpiry, double forward, DoubleVector sviParameters)
protected	SviSmileSection(long cPtr, boolean cMemoryOwn)
	SviSmileSection(Date d, double forward, DoubleVector sviParameters)
	SviSmileSection(Date d, double forward, DoubleVector sviParameters, DayCounter dc)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(SviSmileSection 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

SviSmileSection

protected SviSmileSection(long cPtr,
                          boolean cMemoryOwn)

SviSmileSection

public SviSmileSection(double timeToExpiry,
                       double forward,
                       DoubleVector sviParameters)

SviSmileSection

public SviSmileSection(Date d,
                       double forward,
                       DoubleVector sviParameters,
                       DayCounter dc)

SviSmileSection

public SviSmileSection(Date d,
                       double forward,
                       DoubleVector sviParameters)

Method Detail

getCPtr

protected static long getCPtr(SviSmileSection 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