com.github.vonrosen.quantlib

Class SwaptionVolatilityStructureHandle

java.lang.Object

com.github.vonrosen.quantlib.SwaptionVolatilityStructureHandle

Direct Known Subclasses:

RelinkableSwaptionVolatilityStructureHandle

public class SwaptionVolatilityStructureHandle
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	SwaptionVolatilityStructureHandle()
protected	SwaptionVolatilityStructureHandle(long cPtr, boolean cMemoryOwn)
	SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)

Method Summary

Modifier and Type	Method and Description
SwaptionVolatilityStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
double	blackVariance(Date start, Period length, double strike)
double	blackVariance(Date start, Period length, double strike, boolean extrapolate)
double	blackVariance(double start, double length, double strike)
double	blackVariance(double start, double length, double strike, boolean extrapolate)
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(SwaptionVolatilityStructureHandle obj)
double	maxStrike()
double	maxSwapLength()
Period	maxSwapTenor()
double	minStrike()
Date	optionDateFromTenor(Period p)
Date	referenceDate()
double	volatility(Date start, Period length, double strike)
double	volatility(Date start, Period length, double strike, boolean extrapolate)
double	volatility(double start, double length, double strike)
double	volatility(double start, double length, 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

SwaptionVolatilityStructureHandle

protected SwaptionVolatilityStructureHandle(long cPtr,
                                            boolean cMemoryOwn)

SwaptionVolatilityStructureHandle

public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)

SwaptionVolatilityStructureHandle

public SwaptionVolatilityStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(SwaptionVolatilityStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SwaptionVolatilityStructure __deref__()

empty

public boolean empty()

asObservable

public Observable asObservable()

referenceDate

public Date referenceDate()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

maxSwapTenor

public Period maxSwapTenor()

maxSwapLength

public double maxSwapLength()

minStrike

public double minStrike()

maxStrike

public double maxStrike()

volatility

public double volatility(Date start,
                         Period length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(Date start,
                         Period length,
                         double strike)

volatility

public double volatility(double start,
                         double length,
                         double strike,
                         boolean extrapolate)

volatility

public double volatility(double start,
                         double length,
                         double strike)

blackVariance

public double blackVariance(Date start,
                            Period length,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(Date start,
                            Period length,
                            double strike)

blackVariance

public double blackVariance(double start,
                            double length,
                            double strike,
                            boolean extrapolate)

blackVariance

public double blackVariance(double start,
                            double length,
                            double strike)

optionDateFromTenor

public Date optionDateFromTenor(Period p)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()