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

Uses of OptionletVolatilityStructureHandle in com.github.vonrosen.quantlib

Subclasses of OptionletVolatilityStructureHandle in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	RelinkableOptionletVolatilityStructureHandle

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

Modifier and Type	Method and Description
OptionletVolatilityStructureHandle	IborCouponPricer.capletVolatility()

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

Modifier and Type	Method and Description
protected static long	OptionletVolatilityStructureHandle.getCPtr(OptionletVolatilityStructureHandle obj)
static void	QuantLibJNI.IborCouponPricer_setCapletVolatility__SWIG_0(long jarg1, IborCouponPricer jarg1_, long jarg2, OptionletVolatilityStructureHandle jarg2_)
static long	QuantLibJNI.new_BachelierCapFloorEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, OptionletVolatilityStructureHandle jarg2_)
static long	QuantLibJNI.new_BlackCapFloorEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, OptionletVolatilityStructureHandle jarg2_)
static long	QuantLibJNI.new_BlackIborCouponPricer__SWIG_0(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructureHandle___deref__(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static boolean	QuantLibJNI.OptionletVolatilityStructureHandle_allowsExtrapolation(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructureHandle_asObservable(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_0(long jarg1, OptionletVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_1(long jarg1, OptionletVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_2(long jarg1, OptionletVolatilityStructureHandle jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_3(long jarg1, OptionletVolatilityStructureHandle jarg1_, double jarg2, double jarg3)
static long	QuantLibJNI.OptionletVolatilityStructureHandle_calendar(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructureHandle_dayCounter(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static void	QuantLibJNI.OptionletVolatilityStructureHandle_disableExtrapolation(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static boolean	QuantLibJNI.OptionletVolatilityStructureHandle_empty(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static void	QuantLibJNI.OptionletVolatilityStructureHandle_enableExtrapolation(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructureHandle_maxDate(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_maxStrike(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_maxTime(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_minStrike(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.OptionletVolatilityStructureHandle_referenceDate(long jarg1, OptionletVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_0(long jarg1, OptionletVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_1(long jarg1, OptionletVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_2(long jarg1, OptionletVolatilityStructureHandle jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_3(long jarg1, OptionletVolatilityStructureHandle jarg1_, double jarg2, double jarg3)
void	IborCouponPricer.setCapletVolatility(OptionletVolatilityStructureHandle v)

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

Constructor and Description
BachelierCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v)