com.github.vonrosen.quantlib

Class BlackConstantVol

java.lang.Object

com.github.vonrosen.quantlib.BlackVolTermStructure

com.github.vonrosen.quantlib.BlackConstantVol

public class BlackConstantVol
extends BlackVolTermStructure

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.BlackVolTermStructure

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BlackConstantVol(Date referenceDate, Calendar c, double volatility, DayCounter dayCounter)
	BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter)
protected	BlackConstantVol(long cPtr, boolean cMemoryOwn)
	BlackConstantVol(long settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)
	BlackConstantVol(long settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackConstantVol obj)

Methods inherited from class com.github.vonrosen.quantlib.BlackVolTermStructure

__deref__, allowsExtrapolation, asObservable, blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVol, blackForwardVol, blackForwardVol, blackForwardVol, blackVariance, blackVariance, blackVariance, blackVariance, blackVol, blackVol, blackVol, blackVol, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, isNull, maxDate, maxStrike, maxTime, minStrike, referenceDate

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BlackConstantVol

protected BlackConstantVol(long cPtr,
                           boolean cMemoryOwn)

BlackConstantVol

public BlackConstantVol(Date referenceDate,
                        Calendar c,
                        double volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(Date referenceDate,
                        Calendar c,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(long settlementDays,
                        Calendar calendar,
                        double volatility,
                        DayCounter dayCounter)

BlackConstantVol

public BlackConstantVol(long settlementDays,
                        Calendar calendar,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(BlackConstantVol obj)

finalize

protected void finalize()

Overrides:

finalize in class BlackVolTermStructure

delete

public void delete()

Overrides:

delete in class BlackVolTermStructure