java.lang.Object
- org.quantlib.YoYOptionletVolatilitySurfaceHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableYoYOptionletVolatilitySurfaceHandle
```
public class YoYOptionletVolatilitySurfaceHandle
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
	`YoYOptionletVolatilitySurfaceHandle()`
`protected`	`YoYOptionletVolatilitySurfaceHandle(long cPtr, boolean cMemoryOwn)`
	`YoYOptionletVolatilitySurfaceHandle(YoYOptionletVolatilitySurface arg0)`

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`YoYOptionletVolatilitySurface`	`__deref__()`
`boolean`	`allowsExtrapolation()`
`Observable`	`asObservable()`
`Date`	`baseDate()`
`double`	`baseLevel()`
`Calendar`	`calendar()`
`YoYOptionletVolatilitySurface`	`currentLink()`
`DayCounter`	`dayCounter()`
`void`	`delete()`
`void`	`disableExtrapolation()`
`boolean`	`empty()`
`void`	`enableExtrapolation()`
`protected void`	`finalize()`
`double`	`frequency()`
`protected static long`	`getCPtr(YoYOptionletVolatilitySurfaceHandle obj)`
`boolean`	`indexIsInterpolated()`
`Date`	`maxDate()`
`double`	`maxStrike()`
`double`	`maxTime()`
`double`	`minStrike()`
`Period`	`observationLag()`
`Date`	`referenceDate()`
`protected static long`	`swigRelease(YoYOptionletVolatilitySurfaceHandle obj)`
`double`	`timeFromBase(Date date)`
`double`	`timeFromBase(Date date, Period obsLag)`
`double`	`timeFromReference(Date date)`
`double`	`totalVariance(Date exerciseDate, double strike)`
`double`	`totalVariance(Date exerciseDate, double strike, Period obsLag)`
`double`	`totalVariance(Date exerciseDate, double strike, Period obsLag, boolean extrapolate)`
`double`	`totalVariance(Period optionTenor, double strike)`
`double`	`totalVariance(Period optionTenor, double strike, Period obsLag)`
`double`	`totalVariance(Period optionTenor, double strike, Period obsLag, boolean extrapolate)`
`double`	`volatility(Date maturityDate, double strike)`
`double`	`volatility(Date maturityDate, double strike, Period obsLag)`
`double`	`volatility(Date maturityDate, double strike, Period obsLag, boolean extrapolate)`
`double`	`volatility(Period optionTenor, double strike)`
`double`	`volatility(Period optionTenor, double strike, Period obsLag)`
`double`	`volatility(Period optionTenor, double strike, Period obsLag, 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

YoYOptionletVolatilitySurfaceHandle

protected YoYOptionletVolatilitySurfaceHandle(long cPtr,
                                              boolean cMemoryOwn)

YoYOptionletVolatilitySurfaceHandle

public YoYOptionletVolatilitySurfaceHandle(YoYOptionletVolatilitySurface arg0)

YoYOptionletVolatilitySurfaceHandle

public YoYOptionletVolatilitySurfaceHandle()

Method Detail

getCPtr

protected static long getCPtr(YoYOptionletVolatilitySurfaceHandle obj)

swigRelease

protected static long swigRelease(YoYOptionletVolatilitySurfaceHandle 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 YoYOptionletVolatilitySurface __deref__()

currentLink

public YoYOptionletVolatilitySurface currentLink()

empty
```
public boolean empty()
```

asObservable
```
public Observable asObservable()
```

observationLag
```
public Period observationLag()
```

frequency
```
public double frequency()
```

indexIsInterpolated
```
public boolean indexIsInterpolated()
```

baseDate
```
public Date baseDate()
```

timeFromBase

public double timeFromBase(Date date,
                           Period obsLag)

timeFromBase

public double timeFromBase(Date date)

minStrike
```
public double minStrike()
```

maxStrike
```
public double maxStrike()
```

baseLevel
```
public double baseLevel()
```

volatility

public double volatility(Date maturityDate,
                         double strike,
                         Period obsLag,
                         boolean extrapolate)

volatility

public double volatility(Date maturityDate,
                         double strike,
                         Period obsLag)

volatility

public double volatility(Date maturityDate,
                         double strike)

volatility

public double volatility(Period optionTenor,
                         double strike,
                         Period obsLag,
                         boolean extrapolate)

volatility

public double volatility(Period optionTenor,
                         double strike,
                         Period obsLag)

volatility

public double volatility(Period optionTenor,
                         double strike)

totalVariance

public double totalVariance(Date exerciseDate,
                            double strike,
                            Period obsLag,
                            boolean extrapolate)

totalVariance

public double totalVariance(Date exerciseDate,
                            double strike,
                            Period obsLag)

totalVariance

public double totalVariance(Date exerciseDate,
                            double strike)

totalVariance

public double totalVariance(Period optionTenor,
                            double strike,
                            Period obsLag,
                            boolean extrapolate)

totalVariance

public double totalVariance(Period optionTenor,
                            double strike,
                            Period obsLag)

totalVariance

public double totalVariance(Period optionTenor,
                            double strike)

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()
```

Class YoYOptionletVolatilitySurfaceHandle

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Detail

swigCMemOwn

Constructor Detail

YoYOptionletVolatilitySurfaceHandle

YoYOptionletVolatilitySurfaceHandle

YoYOptionletVolatilitySurfaceHandle

Method Detail

getCPtr

swigRelease

finalize

delete

__deref__

currentLink

empty

asObservable

observationLag

frequency

indexIsInterpolated

baseDate

timeFromBase

timeFromBase

minStrike

maxStrike

baseLevel

volatility

volatility

volatility

volatility

volatility

volatility

totalVariance

totalVariance

totalVariance

totalVariance

totalVariance

totalVariance

dayCounter

timeFromReference

calendar

referenceDate

maxDate

maxTime

enableExtrapolation

disableExtrapolation

allowsExtrapolation

deref