Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class VolatilityTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BlackVolTermStructure, CapFloorTermVolatilityStructure, LocalVolTermStructure, OptionletVolatilityStructure, SwaptionVolatilityStructure, YoYOptionletVolatilitySurface

public class VolatilityTermStructure
extends TermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(VolatilityTermStructure obj)
double	maxStrike()
double	minStrike()
protected void	swigSetCMemOwn(boolean own)

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

VolatilityTermStructure

protected VolatilityTermStructure(long cPtr,
                                  boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(VolatilityTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class TermStructure

finalize

protected void finalize()

Overrides:

finalize in class TermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class TermStructure

minStrike

public double minStrike()

maxStrike

public double maxStrike()