com.github.vonrosen.quantlib

Class LocalVolTermStructure

java.lang.Object

com.github.vonrosen.quantlib.LocalVolTermStructure

Direct Known Subclasses:

LocalConstantVol, LocalVolSurface

public class LocalVolTermStructure
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	LocalVolTermStructure()
protected	LocalVolTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_LocalVolTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(LocalVolTermStructure obj)
boolean	isNull()
double	localVol(Date arg0, double u)
double	localVol(Date arg0, double u, boolean extrapolate)
double	localVol(double arg0, double u)
double	localVol(double arg0, double u, boolean extrapolate)
Date	maxDate()
double	maxStrike()
double	maxTime()
double	minStrike()
Date	referenceDate()

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

LocalVolTermStructure

protected LocalVolTermStructure(long cPtr,
                                boolean cMemoryOwn)

LocalVolTermStructure

public LocalVolTermStructure()

Method Detail

getCPtr

protected static long getCPtr(LocalVolTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_LocalVolTermStructure __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

referenceDate

public Date referenceDate()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

maxDate

public Date maxDate()

maxTime

public double maxTime()

minStrike

public double minStrike()

maxStrike

public double maxStrike()

localVol

public double localVol(Date arg0,
                       double u,
                       boolean extrapolate)

localVol

public double localVol(Date arg0,
                       double u)

localVol

public double localVol(double arg0,
                       double u,
                       boolean extrapolate)

localVol

public double localVol(double arg0,
                       double u)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()