com.github.vonrosen.quantlib

Class OptionletVolatilityStructureHandle

java.lang.Object

com.github.vonrosen.quantlib.OptionletVolatilityStructureHandle

Direct Known Subclasses:

RelinkableOptionletVolatilityStructureHandle

public class OptionletVolatilityStructureHandle
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	OptionletVolatilityStructureHandle()
protected	OptionletVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)
	OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)

Method Summary

Modifier and Type	Method and Description
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()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(OptionletVolatilityStructureHandle obj)
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

OptionletVolatilityStructureHandle

protected OptionletVolatilityStructureHandle(long cPtr,
                                             boolean cMemoryOwn)

OptionletVolatilityStructureHandle

public OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)

OptionletVolatilityStructureHandle

public OptionletVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(OptionletVolatilityStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public OptionletVolatilityStructure __deref__()

empty

public boolean empty()

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()