com.github.vonrosen.quantlib

Class CapFloorTermVolCurve

java.lang.Object

com.github.vonrosen.quantlib.CapFloorTermVolatilityStructure

com.github.vonrosen.quantlib.CapFloorTermVolCurve

public class CapFloorTermVolCurve
extends CapFloorTermVolatilityStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
	CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
protected	CapFloorTermVolCurve(long cPtr, boolean cMemoryOwn)
	CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
	CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)

Method Summary

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

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

__deref__, allowsExtrapolation, asObservable, disableExtrapolation, enableExtrapolation, getCPtr, isNull, volatility, volatility, volatility, volatility, volatility, volatility

Methods inherited from class java.lang.Object

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

Constructor Detail

CapFloorTermVolCurve

protected CapFloorTermVolCurve(long cPtr,
                               boolean cMemoryOwn)

CapFloorTermVolCurve

public CapFloorTermVolCurve(Date referenceDate,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols,
                            DayCounter dc)

CapFloorTermVolCurve

public CapFloorTermVolCurve(Date referenceDate,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols)

CapFloorTermVolCurve

public CapFloorTermVolCurve(long settlementDays,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols,
                            DayCounter dc)

CapFloorTermVolCurve

public CapFloorTermVolCurve(long settlementDays,
                            Calendar calendar,
                            BusinessDayConvention bdc,
                            PeriodVector lengths,
                            DoubleVector vols)

Method Detail

getCPtr

protected static long getCPtr(CapFloorTermVolCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class CapFloorTermVolatilityStructure

delete

public void delete()

Overrides:

delete in class CapFloorTermVolatilityStructure