Uses of Class
org.quantlib.OptionletVolatilityStructureHandle

Uses of OptionletVolatilityStructureHandle in org.quantlib

Subclasses of OptionletVolatilityStructureHandle in org.quantlib

Modifier and Type	Class	Description
class	RelinkableOptionletVolatilityStructureHandle

Methods in org.quantlib that return OptionletVolatilityStructureHandle

Modifier and Type	Method	Description
OptionletVolatilityStructureHandle	IborCouponPricer.capletVolatility()

Methods in org.quantlib with parameters of type OptionletVolatilityStructureHandle

Modifier and Type	Method	Description
protected static long	OptionletVolatilityStructureHandle.getCPtr(OptionletVolatilityStructureHandle obj)
void	IborCouponPricer.setCapletVolatility(OptionletVolatilityStructureHandle v)
protected static long	OptionletVolatilityStructureHandle.swigRelease(OptionletVolatilityStructureHandle obj)

Constructors in org.quantlib with parameters of type OptionletVolatilityStructureHandle

Constructor	Description
BachelierCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol, double displacement)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation, OptionalBool useIndexedCoupon)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex, MarkovFunctionalSettings modelSettings)