Uses of Class
org.quantlib.FixedLocalVolSurface.Extrapolation

Uses of FixedLocalVolSurface.Extrapolation in org.quantlib

Fields in org.quantlib declared as FixedLocalVolSurface.Extrapolation

Modifier and Type	Field	Description
static FixedLocalVolSurface.Extrapolation	FixedLocalVolSurface.Extrapolation.ConstantExtrapolation
static FixedLocalVolSurface.Extrapolation	FixedLocalVolSurface.Extrapolation.InterpolatorDefaultExtrapolation

Methods in org.quantlib that return FixedLocalVolSurface.Extrapolation

Modifier and Type	Method	Description
static FixedLocalVolSurface.Extrapolation	FixedLocalVolSurface.Extrapolation.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type FixedLocalVolSurface.Extrapolation

Constructor	Description
FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
FixedLocalVolSurface(Date referenceDate, DoubleVector times, DoubleVectorVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)
GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)
GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)