Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SwaptionVolatilityCube

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.SwaptionVolatilityStructure

org.quantlib.SwaptionVolatilityDiscrete

org.quantlib.SwaptionVolatilityCube

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

InterpolatedSwaptionVolatilityCube, SabrSwaptionVolatilityCube

public class SwaptionVolatilityCube
extends SwaptionVolatilityDiscrete
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	atmStrike(Date optionDate, Period swapTenor)
void	delete()
protected void	finalize()
protected static long	getCPtr(SwaptionVolatilityCube obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.SwaptionVolatilityDiscrete

getCPtr, optionDateFromTime, optionDates, optionTenors, optionTimes, swapLengths, swapTenors

Methods inherited from class org.quantlib.SwaptionVolatilityStructure

blackVariance, blackVariance, blackVariance, blackVariance, getCPtr, optionDateFromTenor, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, shift, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, smileSection, volatility, volatility, volatility, volatility

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr, maxStrike, minStrike

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

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

SwaptionVolatilityCube

protected SwaptionVolatilityCube(long cPtr,
                                 boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(SwaptionVolatilityCube obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SwaptionVolatilityDiscrete

finalize

protected void finalize()

Overrides:

finalize in class SwaptionVolatilityDiscrete

delete

public void delete()

Specified by:

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

Overrides:

delete in class SwaptionVolatilityDiscrete

atmStrike

public double atmStrike(Date optionDate,
                        Period swapTenor)