Uses of Class
com.github.vonrosen.quantlib.OptionletVolatilityStructure

Uses of OptionletVolatilityStructure in com.github.vonrosen.quantlib

Subclasses of OptionletVolatilityStructure in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	ConstantOptionletVolatility
class	StrippedOptionletAdapter

Methods in com.github.vonrosen.quantlib that return OptionletVolatilityStructure

Modifier and Type	Method and Description
OptionletVolatilityStructure	OptionletVolatilityStructureHandle.__deref__()

Methods in com.github.vonrosen.quantlib with parameters of type OptionletVolatilityStructure

Modifier and Type	Method and Description
protected static long	OptionletVolatilityStructure.getCPtr(OptionletVolatilityStructure obj)
void	RelinkableOptionletVolatilityStructureHandle.linkTo(OptionletVolatilityStructure arg0)
static long	QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_0(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.new_RelinkableOptionletVolatilityStructureHandle__SWIG_0(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructure___deref__(long jarg1, OptionletVolatilityStructure jarg1_)
static boolean	QuantLibJNI.OptionletVolatilityStructure_allowsExtrapolation(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructure_asObservable(long jarg1, OptionletVolatilityStructure jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_0(long jarg1, OptionletVolatilityStructure jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_1(long jarg1, OptionletVolatilityStructure jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_2(long jarg1, OptionletVolatilityStructure jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_3(long jarg1, OptionletVolatilityStructure jarg1_, double jarg2, double jarg3)
static long	QuantLibJNI.OptionletVolatilityStructure_calendar(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructure_dayCounter(long jarg1, OptionletVolatilityStructure jarg1_)
static void	QuantLibJNI.OptionletVolatilityStructure_disableExtrapolation(long jarg1, OptionletVolatilityStructure jarg1_)
static void	QuantLibJNI.OptionletVolatilityStructure_enableExtrapolation(long jarg1, OptionletVolatilityStructure jarg1_)
static boolean	QuantLibJNI.OptionletVolatilityStructure_isNull(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructure_maxDate(long jarg1, OptionletVolatilityStructure jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructure_maxStrike(long jarg1, OptionletVolatilityStructure jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructure_maxTime(long jarg1, OptionletVolatilityStructure jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructure_minStrike(long jarg1, OptionletVolatilityStructure jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructure_referenceDate(long jarg1, OptionletVolatilityStructure jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_0(long jarg1, OptionletVolatilityStructure jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_1(long jarg1, OptionletVolatilityStructure jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_2(long jarg1, OptionletVolatilityStructure jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_3(long jarg1, OptionletVolatilityStructure jarg1_, double jarg2, double jarg3)
static void	QuantLibJNI.RelinkableOptionletVolatilityStructureHandle_linkTo(long jarg1, RelinkableOptionletVolatilityStructureHandle jarg1_, long jarg2, OptionletVolatilityStructure jarg2_)

Constructors in com.github.vonrosen.quantlib with parameters of type OptionletVolatilityStructure

Constructor and Description
OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)
RelinkableOptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0)