com.github.vonrosen.quantlib

Class MarkovFunctionalSettings.Adjustments

java.lang.Object

com.github.vonrosen.quantlib.MarkovFunctionalSettings.Adjustments

Enclosing class:

MarkovFunctionalSettings

public static final class MarkovFunctionalSettings.Adjustments
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
static MarkovFunctionalSettings.Adjustments	AdjustDigitals
static MarkovFunctionalSettings.Adjustments	AdjustNone
static MarkovFunctionalSettings.Adjustments	AdjustYts
static MarkovFunctionalSettings.Adjustments	ExtrapolatePayoffFlat
static MarkovFunctionalSettings.Adjustments	KahaleInterpolation
static MarkovFunctionalSettings.Adjustments	KahaleSmile
static MarkovFunctionalSettings.Adjustments	NoPayoffExtrapolation
static MarkovFunctionalSettings.Adjustments	SabrSmile
static MarkovFunctionalSettings.Adjustments	SmileDeleteArbitragePoints
static MarkovFunctionalSettings.Adjustments	SmileExponentialExtrapolation

Method Summary

Modifier and Type	Method and Description
static MarkovFunctionalSettings.Adjustments	swigToEnum(int swigValue)
int	swigValue()
String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

AdjustNone

public static final MarkovFunctionalSettings.Adjustments AdjustNone

AdjustDigitals

public static final MarkovFunctionalSettings.Adjustments AdjustDigitals

AdjustYts

public static final MarkovFunctionalSettings.Adjustments AdjustYts

ExtrapolatePayoffFlat

public static final MarkovFunctionalSettings.Adjustments ExtrapolatePayoffFlat

NoPayoffExtrapolation

public static final MarkovFunctionalSettings.Adjustments NoPayoffExtrapolation

KahaleSmile

public static final MarkovFunctionalSettings.Adjustments KahaleSmile

SmileExponentialExtrapolation

public static final MarkovFunctionalSettings.Adjustments SmileExponentialExtrapolation

KahaleInterpolation

public static final MarkovFunctionalSettings.Adjustments KahaleInterpolation

SmileDeleteArbitragePoints

public static final MarkovFunctionalSettings.Adjustments SmileDeleteArbitragePoints

SabrSmile

public static final MarkovFunctionalSettings.Adjustments SabrSmile

Method Detail

swigValue

public final int swigValue()

toString

public String toString()

Overrides:

toString in class Object

swigToEnum

public static MarkovFunctionalSettings.Adjustments swigToEnum(int swigValue)