Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YoYInflationCapFloor

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.YoYInflationCapFloor

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

YoYInflationCap, YoYInflationCollar, YoYInflationFloor

public class YoYInflationCapFloor
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	YoYInflationCapFloor.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	YoYInflationCapFloor(long cPtr, boolean cMemoryOwn)
	YoYInflationCapFloor(YoYInflationCapFloor.Type type, Leg yoyLeg, DoubleVector strikes)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(YoYInflationCapFloor obj)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol)
DoubleVector	optionletPrices()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

YoYInflationCapFloor

protected YoYInflationCapFloor(long cPtr,
                               boolean cMemoryOwn)

YoYInflationCapFloor

public YoYInflationCapFloor(YoYInflationCapFloor.Type type,
                            Leg yoyLeg,
                            DoubleVector strikes)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationCapFloor obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations,
                                double minVol)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess)

optionletPrices

public DoubleVector optionletPrices()