com.github.vonrosen.quantlib

Class _CalibrationHelper

java.lang.Object

com.github.vonrosen.quantlib._CalibrationHelper

public class _CalibrationHelper
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	_CalibrationHelper.CalibrationErrorType

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
double	blackPrice(double volatility)
double	calibrationError()
void	delete()
protected void	finalize()
protected static long	getCPtr(_CalibrationHelper obj)
double	impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	marketValue()
double	modelValue()
void	setPricingEngine(PricingEngine engine)
QuoteHandle	volatility()
VolatilityType	volatilityType()

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

_CalibrationHelper

protected _CalibrationHelper(long cPtr,
                             boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(_CalibrationHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

setPricingEngine

public void setPricingEngine(PricingEngine engine)

marketValue

public double marketValue()

modelValue

public double modelValue()

calibrationError

public double calibrationError()

impliedVolatility

public double impliedVolatility(double targetValue,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

blackPrice

public double blackPrice(double volatility)

volatility

public QuoteHandle volatility()

volatilityType

public VolatilityType volatilityType()