Uses of Class
org.quantlib.SwaptionVolatilityStructureHandle

Uses of SwaptionVolatilityStructureHandle in org.quantlib

Subclasses of SwaptionVolatilityStructureHandle in org.quantlib

Modifier and Type	Class	Description
class	RelinkableSwaptionVolatilityStructureHandle

Methods in org.quantlib that return SwaptionVolatilityStructureHandle

Modifier and Type	Method	Description
SwaptionVolatilityStructureHandle	CmsCouponPricer.swaptionVolatility()

Methods in org.quantlib with parameters of type SwaptionVolatilityStructureHandle

Modifier and Type	Method	Description
protected static long	SwaptionVolatilityStructureHandle.getCPtr(SwaptionVolatilityStructureHandle obj)
void	CmsMarket.reprice(SwaptionVolatilityStructureHandle volStructure, double meanReversion)
void	CmsCouponPricer.setSwaptionVolatility(SwaptionVolatilityStructureHandle v)
protected static long	SwaptionVolatilityStructureHandle.swigRelease(SwaptionVolatilityStructureHandle obj)

Constructors in org.quantlib with parameters of type SwaptionVolatilityStructureHandle

Constructor	Description
AnalyticHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)
BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)
CmsMarketCalibration(SwaptionVolatilityStructureHandle volCube, CmsMarket cmsMarket, Matrix weights, CmsMarketCalibration.CalibrationType calibrationType)
InterpolatedSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, LinearTsrPricerSettings settings)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, MarkovFunctionalSettings modelSettings)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses, boolean backwardFlat)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses, boolean backwardFlat, double cutoffStrike)