com.github.vonrosen.quantlib

Class YoYInflationCapFloor

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.YoYInflationCapFloor

Direct Known Subclasses:

YoYInflationCap, YoYInflationCollar, YoYInflationFloor

public class YoYInflationCapFloor
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(YoYInflationCapFloor obj)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol)
double	impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol)

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

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

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

Constructor Detail

YoYInflationCapFloor

protected YoYInflationCapFloor(long cPtr,
                               boolean cMemoryOwn)

YoYInflationCapFloor

public YoYInflationCapFloor()

Method Detail

getCPtr

protected static long getCPtr(YoYInflationCapFloor obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations,
                                double minVol)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy,
                                long maxEvaluations)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess,
                                double accuracy)

impliedVolatility

public double impliedVolatility(double price,
                                YoYInflationTermStructureHandle curve,
                                double guess)