com.github.vonrosen.quantlib

Class ConstantOptionletVolatility

java.lang.Object

com.github.vonrosen.quantlib.OptionletVolatilityStructure

com.github.vonrosen.quantlib.ConstantOptionletVolatility

public class ConstantOptionletVolatility
extends OptionletVolatilityStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
protected	ConstantOptionletVolatility(long cPtr, boolean cMemoryOwn)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter)
	ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)

Method Summary

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

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

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

Methods inherited from class java.lang.Object

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

Constructor Detail

ConstantOptionletVolatility

protected ConstantOptionletVolatility(long cPtr,
                                      boolean cMemoryOwn)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(Date referenceDate,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   double volatility,
                                   DayCounter dayCounter)

ConstantOptionletVolatility

public ConstantOptionletVolatility(long settlementDays,
                                   Calendar cal,
                                   BusinessDayConvention bdc,
                                   QuoteHandle volatility,
                                   DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(ConstantOptionletVolatility obj)

finalize

protected void finalize()

Overrides:

finalize in class OptionletVolatilityStructure

delete

public void delete()

Overrides:

delete in class OptionletVolatilityStructure