com.github.vonrosen.quantlib

Class DeltaVolQuote

java.lang.Object

com.github.vonrosen.quantlib.DeltaVolQuote

public class DeltaVolQuote
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
static _DeltaVolQuote.AtmType	AtmDeltaNeutral
static _DeltaVolQuote.AtmType	AtmFwd
static _DeltaVolQuote.AtmType	AtmGammaMax
static _DeltaVolQuote.AtmType	AtmNull
static _DeltaVolQuote.AtmType	AtmPutCall50
static _DeltaVolQuote.AtmType	AtmSpot
static _DeltaVolQuote.AtmType	AtmVegaMax
static _DeltaVolQuote.DeltaType	Fwd
static _DeltaVolQuote.DeltaType	PaFwd
static _DeltaVolQuote.DeltaType	PaSpot
static _DeltaVolQuote.DeltaType	Spot
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	DeltaVolQuote(double delta, QuoteHandle vol, double maturity, _DeltaVolQuote.DeltaType deltaType)
protected	DeltaVolQuote(long cPtr, boolean cMemoryOwn)
	DeltaVolQuote(QuoteHandle vol, _DeltaVolQuote.DeltaType deltaType, double maturity, _DeltaVolQuote.AtmType atmType)

Method Summary

Modifier and Type	Method and Description
_DeltaVolQuote	__deref__()
Observable	asObservable()
void	delete()
protected void	finalize()
protected static long	getCPtr(DeltaVolQuote obj)
boolean	isNull()
double	value()

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Spot

public static final _DeltaVolQuote.DeltaType Spot

Fwd

public static final _DeltaVolQuote.DeltaType Fwd

PaSpot

public static final _DeltaVolQuote.DeltaType PaSpot

PaFwd

public static final _DeltaVolQuote.DeltaType PaFwd

AtmNull

public static final _DeltaVolQuote.AtmType AtmNull

AtmSpot

public static final _DeltaVolQuote.AtmType AtmSpot

AtmFwd

public static final _DeltaVolQuote.AtmType AtmFwd

AtmDeltaNeutral

public static final _DeltaVolQuote.AtmType AtmDeltaNeutral

AtmVegaMax

public static final _DeltaVolQuote.AtmType AtmVegaMax

AtmGammaMax

public static final _DeltaVolQuote.AtmType AtmGammaMax

AtmPutCall50

public static final _DeltaVolQuote.AtmType AtmPutCall50

Constructor Detail

DeltaVolQuote

protected DeltaVolQuote(long cPtr,
                        boolean cMemoryOwn)

DeltaVolQuote

public DeltaVolQuote(double delta,
                     QuoteHandle vol,
                     double maturity,
                     _DeltaVolQuote.DeltaType deltaType)

DeltaVolQuote

public DeltaVolQuote(QuoteHandle vol,
                     _DeltaVolQuote.DeltaType deltaType,
                     double maturity,
                     _DeltaVolQuote.AtmType atmType)

Method Detail

getCPtr

protected static long getCPtr(DeltaVolQuote obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public _DeltaVolQuote __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

value

public double value()