com.github.vonrosen.quantlib

Class BlackVarianceCurve

java.lang.Object

com.github.vonrosen.quantlib.BlackVolTermStructure

com.github.vonrosen.quantlib.BlackVarianceCurve

public class BlackVarianceCurve
extends BlackVolTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter)
	BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter, boolean forceMonotoneVariance)
protected	BlackVarianceCurve(long cPtr, boolean cMemoryOwn)

Method Summary

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

BlackVarianceCurve

protected BlackVarianceCurve(long cPtr,
                             boolean cMemoryOwn)

BlackVarianceCurve

public BlackVarianceCurve(Date referenceDate,
                          DateVector dates,
                          DoubleVector volatilities,
                          DayCounter dayCounter,
                          boolean forceMonotoneVariance)

BlackVarianceCurve

public BlackVarianceCurve(Date referenceDate,
                          DateVector dates,
                          DoubleVector volatilities,
                          DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(BlackVarianceCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class BlackVolTermStructure

delete

public void delete()

Overrides:

delete in class BlackVolTermStructure