Uses of Class
org.quantlib.SmileSection
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Uses of SmileSection in org.quantlib
Subclasses of SmileSection in org.quantlib Modifier and Type Class Description classCubicInterpolatedSmileSectionclassFlatSmileSectionclassKahaleSmileSectionclassLinearInterpolatedSmileSectionclassMonotonicCubicInterpolatedSmileSectionclassNoArbSabrInterpolatedSmileSectionclassNoArbSabrSmileSectionclassSabrSmileSectionclassSplineCubicInterpolatedSmileSectionclassSviInterpolatedSmileSectionclassSviSmileSectionclassZabrFullFdInterpolatedSmileSectionclassZabrFullFdSmileSectionclassZabrLocalVolatilityInterpolatedSmileSectionclassZabrLocalVolatilitySmileSectionclassZabrShortMaturityLognormalInterpolatedSmileSectionclassZabrShortMaturityLognormalSmileSectionclassZabrShortMaturityNormalInterpolatedSmileSectionclassZabrShortMaturityNormalSmileSectionMethods in org.quantlib that return SmileSection Modifier and Type Method Description SmileSectionSmileSectionVector. get(int index)SmileSectionSmileSectionVector. remove(int index)SmileSectionSmileSectionVector. set(int index, SmileSection e)SmileSectionSwaptionVolatilityStructure. smileSection(double optionTime, double swapLength)SmileSectionSwaptionVolatilityStructure. smileSection(double optionTime, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructure. smileSection(double optionTime, Period swapTenor)SmileSectionSwaptionVolatilityStructure. smileSection(double optionTime, Period swapTenor, boolean extr)SmileSectionSwaptionVolatilityStructure. smileSection(Date optionDate, double swapLength)SmileSectionSwaptionVolatilityStructure. smileSection(Date optionDate, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructure. smileSection(Date optionDate, Period swapTenor)SmileSectionSwaptionVolatilityStructure. smileSection(Date optionDate, Period swapTenor, boolean extr)SmileSectionSwaptionVolatilityStructure. smileSection(Period optionTenor, double swapLength)SmileSectionSwaptionVolatilityStructure. smileSection(Period optionTenor, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructure. smileSection(Period optionTenor, Period swapTenor)SmileSectionSwaptionVolatilityStructure. smileSection(Period optionTenor, Period swapTenor, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(double optionTime, double swapLength)SmileSectionSwaptionVolatilityStructureHandle. smileSection(double optionTime, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(double optionTime, Period swapTenor)SmileSectionSwaptionVolatilityStructureHandle. smileSection(double optionTime, Period swapTenor, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Date optionDate, double swapLength)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Date optionDate, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Date optionDate, Period swapTenor)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Date optionDate, Period swapTenor, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Period optionTenor, double swapLength)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Period optionTenor, double swapLength, boolean extr)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Period optionTenor, Period swapTenor)SmileSectionSwaptionVolatilityStructureHandle. smileSection(Period optionTenor, Period swapTenor, boolean extr)Methods in org.quantlib with parameters of type SmileSection Modifier and Type Method Description voidSmileSectionVector. add(int index, SmileSection e)booleanSmileSectionVector. add(SmileSection e)protected static longSmileSection. getCPtr(SmileSection obj)SmileSectionSmileSectionVector. set(int index, SmileSection e)Constructors in org.quantlib with parameters of type SmileSection Constructor Description KahaleSmileSection(SmileSection source)KahaleSmileSection(SmileSection source, double atm)KahaleSmileSection(SmileSection source, double atm, boolean interpolate)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex)KahaleSmileSection(SmileSection source, double atm, boolean interpolate, boolean exponentialExtrapolation, boolean deleteArbitragePoints, DoubleVector moneynessGrid, double gap, int forcedLeftIndex, int forcedRightIndex)SmileSectionVector(int count, SmileSection value)SmileSectionVector(SmileSection[] initialElements)Constructor parameters in org.quantlib with type arguments of type SmileSection Constructor Description SmileSectionVector(Iterable<SmileSection> initialElements)
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