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

Uses of SwaptionVolatilityStructureHandle in com.github.vonrosen.quantlib

Subclasses of SwaptionVolatilityStructureHandle in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	RelinkableSwaptionVolatilityStructureHandle

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

Modifier and Type	Method and Description
SwaptionVolatilityStructureHandle	CmsCouponPricer.swaptionVolatility()

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

Modifier and Type	Method and Description
static void	QuantLibJNI.CmsCouponPricer_setSwaptionVolatility__SWIG_0(long jarg1, CmsCouponPricer jarg1_, long jarg2, SwaptionVolatilityStructureHandle jarg2_)
protected static long	SwaptionVolatilityStructureHandle.getCPtr(SwaptionVolatilityStructureHandle obj)
static long	QuantLibJNI.new_AnalyticHaganPricer(long jarg1, SwaptionVolatilityStructureHandle jarg1_, int jarg2, long jarg3, QuoteHandle jarg3_)
static long	QuantLibJNI.new_BachelierSwaptionEngine__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, SwaptionVolatilityStructureHandle jarg2_)
static long	QuantLibJNI.new_BlackSwaptionEngine__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, SwaptionVolatilityStructureHandle jarg2_)
static long	QuantLibJNI.new_LinearTsrPricer__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4)
static long	QuantLibJNI.new_LinearTsrPricer__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_LinearTsrPricer__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)
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_NumericHaganPricer__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, int jarg2, long jarg3, QuoteHandle jarg3_, double jarg4, double jarg5, double jarg6)
static long	QuantLibJNI.new_NumericHaganPricer__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, int jarg2, long jarg3, QuoteHandle jarg3_, double jarg4, double jarg5)
static long	QuantLibJNI.new_NumericHaganPricer__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, int jarg2, long jarg3, QuoteHandle jarg3_, double jarg4)
static long	QuantLibJNI.new_NumericHaganPricer__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, int jarg2, long jarg3, QuoteHandle jarg3_)
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)
void	CmsCouponPricer.setSwaptionVolatility(SwaptionVolatilityStructureHandle v)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle___deref__(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static boolean	QuantLibJNI.SwaptionVolatilityStructureHandle_allowsExtrapolation(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_asObservable(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, double jarg2, double jarg3, double jarg4)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_calendar(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_dayCounter(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static void	QuantLibJNI.SwaptionVolatilityStructureHandle_disableExtrapolation(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static boolean	QuantLibJNI.SwaptionVolatilityStructureHandle_empty(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static void	QuantLibJNI.SwaptionVolatilityStructureHandle_enableExtrapolation(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_maxStrike(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_maxSwapLength(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_maxSwapTenor(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_minStrike(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_optionDateFromTenor(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, Period jarg2_)
static long	QuantLibJNI.SwaptionVolatilityStructureHandle_referenceDate(long jarg1, SwaptionVolatilityStructureHandle jarg1_)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, double jarg4)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, double jarg2, double jarg3, double jarg4)

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

Constructor and Description
AnalyticHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)
BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, SWIGTYPE_p_LinearTsrPricer__Settings settings)
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)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision)
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)