com.github.vonrosen.quantlib

Class CapFloorTermVolatilityStructureHandle

java.lang.Object

com.github.vonrosen.quantlib.CapFloorTermVolatilityStructureHandle

Direct Known Subclasses:

RelinkableCapFloorTermVolatilityStructureHandle

public class CapFloorTermVolatilityStructureHandle
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	CapFloorTermVolatilityStructureHandle()
	CapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructure arg0)
protected	CapFloorTermVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
CapFloorTermVolatilityStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(CapFloorTermVolatilityStructureHandle obj)
double	volatility(Date end, double strike)
double	volatility(Date end, double strike, boolean extrapolate)
double	volatility(double end, double strike)
double	volatility(double end, double strike, boolean extrapolate)
double	volatility(Period length, double strike)
double	volatility(Period length, double strike, boolean extrapolate)

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

CapFloorTermVolatilityStructureHandle

protected CapFloorTermVolatilityStructureHandle(long cPtr,
                                                boolean cMemoryOwn)

CapFloorTermVolatilityStructureHandle

public CapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructure arg0)

CapFloorTermVolatilityStructureHandle

public CapFloorTermVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(CapFloorTermVolatilityStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public CapFloorTermVolatilityStructure __deref__()

empty

public boolean empty()

asObservable

public Observable asObservable()

volatility

public double volatility(Period length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Period length,
                         double strike)

volatility

public double volatility(Date end,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date end,
                         double strike)

volatility

public double volatility(double end,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double end,
                         double strike)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()