com.github.vonrosen.quantlib

Class SwaptionVolCube2

java.lang.Object

com.github.vonrosen.quantlib.SwaptionVolatilityStructure

com.github.vonrosen.quantlib.SwaptionVolCube2

public class SwaptionVolCube2
extends SwaptionVolatilityStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	SwaptionVolCube2(long cPtr, boolean cMemoryOwn)
	SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(SwaptionVolCube2 obj)

Methods inherited from class com.github.vonrosen.quantlib.SwaptionVolatilityStructure

__deref__, allowsExtrapolation, asObservable, blackVariance, blackVariance, blackVariance, blackVariance, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, isNull, maxStrike, maxSwapLength, maxSwapTenor, minStrike, optionDateFromTenor, referenceDate, volatility, volatility, volatility, volatility

Methods inherited from class java.lang.Object

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

Constructor Detail

SwaptionVolCube2

protected SwaptionVolCube2(long cPtr,
                           boolean cMemoryOwn)

SwaptionVolCube2

public SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure,
                        PeriodVector optionTenors,
                        PeriodVector swapTenors,
                        DoubleVector strikeSpreads,
                        QuoteHandleVectorVector volSpreads,
                        SwapIndex swapIndexBase,
                        SwapIndex shortSwapIndexBase,
                        boolean vegaWeightedSmileFit)

Method Detail

getCPtr

protected static long getCPtr(SwaptionVolCube2 obj)

finalize

protected void finalize()

Overrides:

finalize in class SwaptionVolatilityStructure

delete

public void delete()

Overrides:

delete in class SwaptionVolatilityStructure