com.github.vonrosen.quantlib

Class OptionletVolatilityStructure

java.lang.Object

com.github.vonrosen.quantlib.OptionletVolatilityStructure

Direct Known Subclasses:

ConstantOptionletVolatility, StrippedOptionletAdapter

public class OptionletVolatilityStructure
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

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

OptionletVolatilityStructure

protected OptionletVolatilityStructure(long cPtr,
                                       boolean cMemoryOwn)

OptionletVolatilityStructure

public OptionletVolatilityStructure()

Method Detail

getCPtr

protected static long getCPtr(OptionletVolatilityStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_OptionletVolatilityStructure __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()

volatility

public double volatility(Date arg0,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date arg0,
                         double strike)

volatility

public double volatility(double arg0,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double arg0,
                         double strike)

blackVariance

public double blackVariance(Date arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(Date arg0,
                            double strike)

blackVariance

public double blackVariance(double arg0,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(double arg0,
                            double strike)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()