com.github.vonrosen.quantlib

Class LocalVolSurface

java.lang.Object

com.github.vonrosen.quantlib.LocalVolTermStructure

com.github.vonrosen.quantlib.LocalVolSurface

public class LocalVolSurface
extends LocalVolTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying)
	LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)
protected	LocalVolSurface(long cPtr, boolean cMemoryOwn)

Method Summary

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

LocalVolSurface

protected LocalVolSurface(long cPtr,
                          boolean cMemoryOwn)

LocalVolSurface

public LocalVolSurface(BlackVolTermStructureHandle blackTS,
                       YieldTermStructureHandle riskFreeTS,
                       YieldTermStructureHandle dividendTS,
                       QuoteHandle underlying)

LocalVolSurface

public LocalVolSurface(BlackVolTermStructureHandle blackTS,
                       YieldTermStructureHandle riskFreeTS,
                       YieldTermStructureHandle dividendTS,
                       double underlying)

Method Detail

getCPtr

protected static long getCPtr(LocalVolSurface obj)

finalize

protected void finalize()

Overrides:

finalize in class LocalVolTermStructure

delete

public void delete()

Overrides:

delete in class LocalVolTermStructure