com.github.vonrosen.quantlib

Class LocalConstantVol

java.lang.Object

com.github.vonrosen.quantlib.LocalVolTermStructure

com.github.vonrosen.quantlib.LocalConstantVol

public class LocalConstantVol
extends LocalVolTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	LocalConstantVol(Date referenceDate, double volatility, DayCounter dayCounter)
	LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)
	LocalConstantVol(int settlementDays, Calendar calendar, double volatility, DayCounter dayCounter)
	LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
protected	LocalConstantVol(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

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

Methods inherited from class java.lang.Object

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

Constructor Detail

LocalConstantVol

protected LocalConstantVol(long cPtr,
                           boolean cMemoryOwn)

LocalConstantVol

public LocalConstantVol(Date referenceDate,
                        double volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(Date referenceDate,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(int settlementDays,
                        Calendar calendar,
                        double volatility,
                        DayCounter dayCounter)

LocalConstantVol

public LocalConstantVol(int settlementDays,
                        Calendar calendar,
                        QuoteHandle volatility,
                        DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(LocalConstantVol obj)

finalize

protected void finalize()

Overrides:

finalize in class LocalVolTermStructure

delete

public void delete()

Overrides:

delete in class LocalVolTermStructure