Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SwaptionVolatilityStructureHandle

java.lang.Object

org.quantlib.SwaptionVolatilityStructureHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableSwaptionVolatilityStructureHandle

public class SwaptionVolatilityStructureHandle
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	SwaptionVolatilityStructureHandle()
protected	SwaptionVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)
	SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)

Method Summary

Modifier and Type	Method	Description
SwaptionVolatilityStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
double	blackVariance(double start, double length, double strike)
double	blackVariance(double start, double length, double strike, boolean extrapolate)
double	blackVariance(Date start, Period length, double strike)
double	blackVariance(Date start, Period length, double strike, boolean extrapolate)
Calendar	calendar()
SwaptionVolatilityStructure	currentLink()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(SwaptionVolatilityStructureHandle obj)
Date	maxDate()
double	maxStrike()
double	maxTime()
double	minStrike()
Date	optionDateFromTenor(Period p)
Date	referenceDate()
double	shift(double optionTime, double swapLength)
double	shift(double optionTime, double swapLength, boolean extrapolate)
double	shift(double optionTime, Period swapTenor)
double	shift(double optionTime, Period swapTenor, boolean extrapolate)
double	shift(Date optionDate, double swapLength)
double	shift(Date optionDate, double swapLength, boolean extrapolate)
double	shift(Date optionDate, Period swapTenor)
double	shift(Date optionDate, Period swapTenor, boolean extrapolate)
double	shift(Period optionTenor, double swapLength)
double	shift(Period optionTenor, double swapLength, boolean extrapolate)
double	shift(Period optionTenor, Period swapTenor)
double	shift(Period optionTenor, Period swapTenor, boolean extrapolate)
SmileSection	smileSection(double optionTime, double swapLength)
SmileSection	smileSection(double optionTime, double swapLength, boolean extr)
SmileSection	smileSection(double optionTime, Period swapTenor)
SmileSection	smileSection(double optionTime, Period swapTenor, boolean extr)
SmileSection	smileSection(Date optionDate, double swapLength)
SmileSection	smileSection(Date optionDate, double swapLength, boolean extr)
SmileSection	smileSection(Date optionDate, Period swapTenor)
SmileSection	smileSection(Date optionDate, Period swapTenor, boolean extr)
SmileSection	smileSection(Period optionTenor, double swapLength)
SmileSection	smileSection(Period optionTenor, double swapLength, boolean extr)
SmileSection	smileSection(Period optionTenor, Period swapTenor)
SmileSection	smileSection(Period optionTenor, Period swapTenor, boolean extr)
protected static long	swigRelease(SwaptionVolatilityStructureHandle obj)
double	timeFromReference(Date date)
double	volatility(double start, double length, double strike)
double	volatility(double start, double length, double strike, boolean extrapolate)
double	volatility(Date start, Period length, double strike)
double	volatility(Date start, Period length, double strike, boolean extrapolate)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

SwaptionVolatilityStructureHandle

protected SwaptionVolatilityStructureHandle(long cPtr,
                                            boolean cMemoryOwn)

SwaptionVolatilityStructureHandle

public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)

SwaptionVolatilityStructureHandle

public SwaptionVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(SwaptionVolatilityStructureHandle obj)

swigRelease

protected static long swigRelease(SwaptionVolatilityStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

__deref__

public SwaptionVolatilityStructure __deref__()

currentLink

public SwaptionVolatilityStructure currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

volatility

public double volatility(Date start,
                         Period length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date start,
                         Period length,
                         double strike)

volatility

public double volatility(double start,
                         double length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double start,
                         double length,
                         double strike)

blackVariance

public double blackVariance(Date start,
                            Period length,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(Date start,
                            Period length,
                            double strike)

blackVariance

public double blackVariance(double start,
                            double length,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(double start,
                            double length,
                            double strike)

optionDateFromTenor

public Date optionDateFromTenor(Period p)

shift

public double shift(Period optionTenor,
                    Period swapTenor,
                    boolean extrapolate)

shift

public double shift(Period optionTenor,
                    Period swapTenor)

shift

public double shift(Date optionDate,
                    Period swapTenor,
                    boolean extrapolate)

shift

public double shift(Date optionDate,
                    Period swapTenor)

shift

public double shift(double optionTime,
                    Period swapTenor,
                    boolean extrapolate)

shift

public double shift(double optionTime,
                    Period swapTenor)

shift

public double shift(Period optionTenor,
                    double swapLength,
                    boolean extrapolate)

shift

public double shift(Period optionTenor,
                    double swapLength)

shift

public double shift(Date optionDate,
                    double swapLength,
                    boolean extrapolate)

shift

public double shift(Date optionDate,
                    double swapLength)

shift

public double shift(double optionTime,
                    double swapLength,
                    boolean extrapolate)

shift

public double shift(double optionTime,
                    double swapLength)

smileSection

public SmileSection smileSection(Period optionTenor,
                                 Period swapTenor,
                                 boolean extr)

smileSection

public SmileSection smileSection(Period optionTenor,
                                 Period swapTenor)

smileSection

public SmileSection smileSection(Date optionDate,
                                 Period swapTenor,
                                 boolean extr)

smileSection

public SmileSection smileSection(Date optionDate,
                                 Period swapTenor)

smileSection

public SmileSection smileSection(double optionTime,
                                 Period swapTenor,
                                 boolean extr)

smileSection

public SmileSection smileSection(double optionTime,
                                 Period swapTenor)

smileSection

public SmileSection smileSection(Period optionTenor,
                                 double swapLength,
                                 boolean extr)

smileSection

public SmileSection smileSection(Period optionTenor,
                                 double swapLength)

smileSection

public SmileSection smileSection(Date optionDate,
                                 double swapLength,
                                 boolean extr)

smileSection

public SmileSection smileSection(Date optionDate,
                                 double swapLength)

smileSection

public SmileSection smileSection(double optionTime,
                                 double swapLength,
                                 boolean extr)

smileSection

public SmileSection smileSection(double optionTime,
                                 double swapLength)

minStrike

public double minStrike()

maxStrike

public double maxStrike()

dayCounter

public DayCounter dayCounter()

timeFromReference

public double timeFromReference(Date date)

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()