com.github.vonrosen.quantlib

Class ConstantSwaptionVolatility

java.lang.Object

com.github.vonrosen.quantlib.SwaptionVolatilityStructure

com.github.vonrosen.quantlib.ConstantSwaptionVolatility

public class ConstantSwaptionVolatility
extends SwaptionVolatilityStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
protected	ConstantSwaptionVolatility(long cPtr, boolean cMemoryOwn)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
	ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)

Method Summary

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

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

__deref__, allowsExtrapolation, asObservable, blackVariance, blackVariance, blackVariance, blackVariance, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, isNull, maxStrike, maxSwapLength, maxSwapTenor, minStrike, optionDateFromTenor, referenceDate, volatility, volatility, volatility, volatility

Methods inherited from class java.lang.Object

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

Constructor Detail

ConstantSwaptionVolatility

protected ConstantSwaptionVolatility(long cPtr,
                                     boolean cMemoryOwn)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  QuoteHandle volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(long settlementDays,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type,
                                  double shift)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc,
                                  VolatilityType type)

ConstantSwaptionVolatility

public ConstantSwaptionVolatility(Date referenceDate,
                                  Calendar cal,
                                  BusinessDayConvention bdc,
                                  double volatility,
                                  DayCounter dc)

Method Detail

getCPtr

protected static long getCPtr(ConstantSwaptionVolatility obj)

finalize

protected void finalize()

Overrides:

finalize in class SwaptionVolatilityStructure

delete

public void delete()

Overrides:

delete in class SwaptionVolatilityStructure