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

Uses of SwaptionVolatilityStructure in com.github.vonrosen.quantlib

Subclasses of SwaptionVolatilityStructure in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	ConstantSwaptionVolatility
class	SwaptionVolatilityMatrix
class	SwaptionVolCube1
class	SwaptionVolCube2

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

Modifier and Type	Method and Description
SwaptionVolatilityStructure	SwaptionVolatilityStructureHandle.__deref__()

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

Modifier and Type	Method and Description
CalibrationHelperVector	NonstandardSwaption.calibrationBasket(Index standardSwapBase, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
CalibrationHelperVector	FloatFloatSwaption.calibrationBasket(Index standardSwapBase, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
static long	QuantLibJNI.FloatFloatSwaption_calibrationBasket(long jarg1, FloatFloatSwaption jarg1_, long jarg2, Index jarg2_, long jarg3, SwaptionVolatilityStructure jarg3_, String jarg4)
protected static long	SwaptionVolatilityStructure.getCPtr(SwaptionVolatilityStructure obj)
void	RelinkableSwaptionVolatilityStructureHandle.linkTo(SwaptionVolatilityStructure arg0)
static long	QuantLibJNI.new_RelinkableSwaptionVolatilityStructureHandle__SWIG_0(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.new_SwaptionVolatilityStructureHandle__SWIG_0(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.NonstandardSwaption_calibrationBasket(long jarg1, NonstandardSwaption jarg1_, long jarg2, Index jarg2_, long jarg3, SwaptionVolatilityStructure jarg3_, String jarg4)
static void	QuantLibJNI.RelinkableSwaptionVolatilityStructureHandle_linkTo(long jarg1, RelinkableSwaptionVolatilityStructureHandle jarg1_, long jarg2, SwaptionVolatilityStructure jarg2_)
static long	QuantLibJNI.SwaptionVolatilityStructure___deref__(long jarg1, SwaptionVolatilityStructure jarg1_)
static boolean	QuantLibJNI.SwaptionVolatilityStructure_allowsExtrapolation(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructure_asObservable(long jarg1, SwaptionVolatilityStructure jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_0(long jarg1, SwaptionVolatilityStructure jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_1(long jarg1, SwaptionVolatilityStructure jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4)
static double	QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_2(long jarg1, SwaptionVolatilityStructure jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_3(long jarg1, SwaptionVolatilityStructure jarg1_, double jarg2, double jarg3, double jarg4)
static long	QuantLibJNI.SwaptionVolatilityStructure_calendar(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructure_dayCounter(long jarg1, SwaptionVolatilityStructure jarg1_)
static void	QuantLibJNI.SwaptionVolatilityStructure_disableExtrapolation(long jarg1, SwaptionVolatilityStructure jarg1_)
static void	QuantLibJNI.SwaptionVolatilityStructure_enableExtrapolation(long jarg1, SwaptionVolatilityStructure jarg1_)
static boolean	QuantLibJNI.SwaptionVolatilityStructure_isNull(long jarg1, SwaptionVolatilityStructure jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructure_maxStrike(long jarg1, SwaptionVolatilityStructure jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructure_maxSwapLength(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructure_maxSwapTenor(long jarg1, SwaptionVolatilityStructure jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructure_minStrike(long jarg1, SwaptionVolatilityStructure jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructure_optionDateFromTenor(long jarg1, SwaptionVolatilityStructure jarg1_, long jarg2, Period jarg2_)
static long	QuantLibJNI.SwaptionVolatilityStructure_referenceDate(long jarg1, SwaptionVolatilityStructure jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(long jarg1, SwaptionVolatilityStructure jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(long jarg1, SwaptionVolatilityStructure jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4)
static double	QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_2(long jarg1, SwaptionVolatilityStructure jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_3(long jarg1, SwaptionVolatilityStructure jarg1_, double jarg2, double jarg3, double jarg4)

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

Constructor and Description
RelinkableSwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)
SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0)