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

Uses of PeriodVector in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	PeriodVector.getCPtr(PeriodVector obj)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_0(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_1(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_2(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_3(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_0(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_1(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_2(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_3(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_4(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_5(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_6(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_7(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16, long jarg17, DoubleVector jarg17_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_6(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_7(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_8(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_9(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_0(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6, int jarg7, long jarg8, Matrix jarg8_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_1(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6, int jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_10(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_11(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_2(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_3(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_4(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8, long jarg9)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_5(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_6(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_7(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_8(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8, long jarg9, Matrix jarg9_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_9(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13, long jarg14)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11)
static long	QuantLibJNI.new_SwaptionVolCube2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8)
static void	QuantLibJNI.PeriodVector_add(long jarg1, PeriodVector jarg1_, long jarg2, Period jarg2_)
static long	QuantLibJNI.PeriodVector_capacity(long jarg1, PeriodVector jarg1_)
static void	QuantLibJNI.PeriodVector_clear(long jarg1, PeriodVector jarg1_)
static long	QuantLibJNI.PeriodVector_get(long jarg1, PeriodVector jarg1_, int jarg2)
static boolean	QuantLibJNI.PeriodVector_isEmpty(long jarg1, PeriodVector jarg1_)
static void	QuantLibJNI.PeriodVector_reserve(long jarg1, PeriodVector jarg1_, long jarg2)
static void	QuantLibJNI.PeriodVector_set(long jarg1, PeriodVector jarg1_, int jarg2, long jarg3, Period jarg3_)
static long	QuantLibJNI.PeriodVector_size(long jarg1, PeriodVector jarg1_)

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

Constructor and Description
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t shifts)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod)
SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit)