SwaptionVolatilityDiscrete (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.Observable
- - org.quantlib.TermStructure
  - - org.quantlib.VolatilityTermStructure
    - - org.quantlib.SwaptionVolatilityStructure
      - org.quantlib.SwaptionVolatilityDiscrete

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

SwaptionVolatilityCube, SwaptionVolatilityMatrix
```
public class SwaptionVolatilityDiscrete
extends SwaptionVolatilityStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier Constructor Description

protected SwaptionVolatilityDiscrete(long cPtr, boolean cMemoryOwn)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`delete()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(SwaptionVolatilityDiscrete obj)`
`Date`	`optionDateFromTime(double optionTime)`
`DateVector`	`optionDates()`
`PeriodVector`	`optionTenors()`
`DoubleVector`	`optionTimes()`
`DoubleVector`	`swapLengths()`
`PeriodVector`	`swapTenors()`
`protected void`	`swigSetCMemOwn(boolean own)`

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

SwaptionVolatilityDiscrete

protected SwaptionVolatilityDiscrete(long cPtr,
                                     boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(SwaptionVolatilityDiscrete obj)

swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
Overrides:

swigSetCMemOwn in class SwaptionVolatilityStructure

finalize
```
protected void finalize()
```
Overrides:

finalize in class SwaptionVolatilityStructure

delete
```
public void delete()
```
Specified by:

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

Overrides:

delete in class SwaptionVolatilityStructure

optionTenors
```
public PeriodVector optionTenors()
```

optionDates
```
public DateVector optionDates()
```

optionTimes
```
public DoubleVector optionTimes()
```

swapTenors
```
public PeriodVector swapTenors()
```

swapLengths
```
public DoubleVector swapLengths()
```

optionDateFromTime

public Date optionDateFromTime(double optionTime)