Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ZabrShortMaturityNormalSmileSection

java.lang.Object

org.quantlib.Observable

org.quantlib.SmileSection

org.quantlib.ZabrShortMaturityNormalSmileSection

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ZabrShortMaturityNormalSmileSection
extends SmileSection
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	ZabrShortMaturityNormalSmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters)
	ZabrShortMaturityNormalSmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness)
	ZabrShortMaturityNormalSmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness, long fdRefinement)
protected	ZabrShortMaturityNormalSmileSection(long cPtr, boolean cMemoryOwn)
	ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters)
	ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc)
	ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness)
	ZabrShortMaturityNormalSmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement)

Method Summary

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

Methods inherited from class org.quantlib.SmileSection

atmLevel, dayCounter, density, density, density, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, digitalOptionPrice, exerciseDate, exerciseTime, getCPtr, maxStrike, minStrike, optionPrice, optionPrice, optionPrice, referenceDate, shift, variance, vega, vega, volatility, volatility, volatility, volatilityType

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

ZabrShortMaturityNormalSmileSection

protected ZabrShortMaturityNormalSmileSection(long cPtr,
                                              boolean cMemoryOwn)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(double timeToExpiry,
                                           double forward,
                                           DoubleVector zabrParameters,
                                           DoubleVector moneyness,
                                           long fdRefinement)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(double timeToExpiry,
                                           double forward,
                                           DoubleVector zabrParameters,
                                           DoubleVector moneyness)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(double timeToExpiry,
                                           double forward,
                                           DoubleVector zabrParameters)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(Date d,
                                           double forward,
                                           DoubleVector zabrParameters,
                                           DayCounter dc,
                                           DoubleVector moneyness,
                                           long fdRefinement)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(Date d,
                                           double forward,
                                           DoubleVector zabrParameters,
                                           DayCounter dc,
                                           DoubleVector moneyness)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(Date d,
                                           double forward,
                                           DoubleVector zabrParameters,
                                           DayCounter dc)

ZabrShortMaturityNormalSmileSection

public ZabrShortMaturityNormalSmileSection(Date d,
                                           double forward,
                                           DoubleVector zabrParameters)

Method Detail

getCPtr

protected static long getCPtr(ZabrShortMaturityNormalSmileSection obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SmileSection

finalize

protected void finalize()

Overrides:

finalize in class SmileSection

delete

public void delete()

Specified by:

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

Overrides:

delete in class SmileSection