com.github.vonrosen.quantlib

Class CapFloorTermVolSurface

java.lang.Object

com.github.vonrosen.quantlib.CapFloorTermVolatilityStructure

com.github.vonrosen.quantlib.CapFloorTermVolSurface

public class CapFloorTermVolSurface
extends CapFloorTermVolatilityStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
	CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
	CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
	CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
protected	CapFloorTermVolSurface(long cPtr, boolean cMemoryOwn)
	CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
	CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
	CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
	CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)

Method Summary

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

CapFloorTermVolSurface

protected CapFloorTermVolSurface(long cPtr,
                                 boolean cMemoryOwn)

CapFloorTermVolSurface

public CapFloorTermVolSurface(long settlementDays,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              QuoteHandleVectorVector quotes,
                              DayCounter dc)

CapFloorTermVolSurface

public CapFloorTermVolSurface(long settlementDays,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              QuoteHandleVectorVector quotes)

CapFloorTermVolSurface

public CapFloorTermVolSurface(Date settlementDate,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              QuoteHandleVectorVector quotes,
                              DayCounter dc)

CapFloorTermVolSurface

public CapFloorTermVolSurface(Date settlementDate,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              QuoteHandleVectorVector quotes)

CapFloorTermVolSurface

public CapFloorTermVolSurface(Date settlementDate,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              Matrix volatilities,
                              DayCounter dc)

CapFloorTermVolSurface

public CapFloorTermVolSurface(Date settlementDate,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              Matrix volatilities)

CapFloorTermVolSurface

public CapFloorTermVolSurface(long settlementDays,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              Matrix volatilities,
                              DayCounter dc)

CapFloorTermVolSurface

public CapFloorTermVolSurface(long settlementDays,
                              Calendar calendar,
                              BusinessDayConvention bdc,
                              PeriodVector optionTenors,
                              DoubleVector strikes,
                              Matrix volatilities)

Method Detail

getCPtr

protected static long getCPtr(CapFloorTermVolSurface obj)

finalize

protected void finalize()

Overrides:

finalize in class CapFloorTermVolatilityStructure

delete

public void delete()

Overrides:

delete in class CapFloorTermVolatilityStructure