Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YoYInflationCapFloorTermPriceSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.InflationTermStructure

org.quantlib.YoYCapFloorTermPriceSurface

org.quantlib.YoYInflationCapFloorTermPriceSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class YoYInflationCapFloorTermPriceSurface
extends YoYCapFloorTermPriceSurface
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	YoYInflationCapFloorTermPriceSurface(long cPtr, boolean cMemoryOwn)
	YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice)
	YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d)
	YoYInflationCapFloorTermPriceSurface(long fixingDays, Period yyLag, YoYInflationIndex yii, double baseRate, YieldTermStructureHandle nominal, DayCounter dc, Calendar cal, BusinessDayConvention bdc, DoubleVector cStrikes, DoubleVector fStrikes, PeriodVector cfMaturities, Matrix cPrice, Matrix fPrice, Bicubic interpolator2d, Cubic interpolator1d)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(YoYInflationCapFloorTermPriceSurface obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.YoYCapFloorTermPriceSurface

atmYoYRate, atmYoYRate, atmYoYRate, atmYoYRate, atmYoYRate, atmYoYRate, atmYoYSwapDateRates, atmYoYSwapRate, atmYoYSwapRate, atmYoYSwapRate, atmYoYSwapRate, atmYoYSwapTimeRates, businessDayConvention, capPrice, capPrice, capStrikes, fixingDays, floorPrice, floorPrice, floorStrikes, getCPtr, maturities, maxMaturity, maxStrike, minMaturity, minStrike, price, price, strikes, yoyIndex, yoyOptionDateFromTenor, YoYTS

Methods inherited from class org.quantlib.InflationTermStructure

baseDate, baseRate, frequency, getCPtr, hasSeasonality, observationLag, seasonality, setSeasonality, setSeasonality

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

YoYInflationCapFloorTermPriceSurface

protected YoYInflationCapFloorTermPriceSurface(long cPtr,
                                               boolean cMemoryOwn)

YoYInflationCapFloorTermPriceSurface

public YoYInflationCapFloorTermPriceSurface(long fixingDays,
                                            Period yyLag,
                                            YoYInflationIndex yii,
                                            double baseRate,
                                            YieldTermStructureHandle nominal,
                                            DayCounter dc,
                                            Calendar cal,
                                            BusinessDayConvention bdc,
                                            DoubleVector cStrikes,
                                            DoubleVector fStrikes,
                                            PeriodVector cfMaturities,
                                            Matrix cPrice,
                                            Matrix fPrice,
                                            Bicubic interpolator2d,
                                            Cubic interpolator1d)

YoYInflationCapFloorTermPriceSurface

public YoYInflationCapFloorTermPriceSurface(long fixingDays,
                                            Period yyLag,
                                            YoYInflationIndex yii,
                                            double baseRate,
                                            YieldTermStructureHandle nominal,
                                            DayCounter dc,
                                            Calendar cal,
                                            BusinessDayConvention bdc,
                                            DoubleVector cStrikes,
                                            DoubleVector fStrikes,
                                            PeriodVector cfMaturities,
                                            Matrix cPrice,
                                            Matrix fPrice,
                                            Bicubic interpolator2d)

YoYInflationCapFloorTermPriceSurface

public YoYInflationCapFloorTermPriceSurface(long fixingDays,
                                            Period yyLag,
                                            YoYInflationIndex yii,
                                            double baseRate,
                                            YieldTermStructureHandle nominal,
                                            DayCounter dc,
                                            Calendar cal,
                                            BusinessDayConvention bdc,
                                            DoubleVector cStrikes,
                                            DoubleVector fStrikes,
                                            PeriodVector cfMaturities,
                                            Matrix cPrice,
                                            Matrix fPrice)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationCapFloorTermPriceSurface obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class YoYCapFloorTermPriceSurface

finalize

protected void finalize()

Overrides:

finalize in class YoYCapFloorTermPriceSurface

delete

public void delete()

Specified by:

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

Overrides:

delete in class YoYCapFloorTermPriceSurface