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

Uses of VolatilityType in com.github.vonrosen.quantlib

Fields in com.github.vonrosen.quantlib declared as VolatilityType

Modifier and Type	Field and Description
static VolatilityType	VolatilityType.Normal
static VolatilityType	VolatilityType.ShiftedLognormal

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

Modifier and Type	Method and Description
static VolatilityType	VolatilityType.swigToEnum(int swigValue)
VolatilityType	CalibrationHelper.volatilityType()
VolatilityType	_CalibrationHelper.volatilityType()

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

Modifier and Type	Method and Description
double	CapFloor.impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type)
double	CapFloor.impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type, double displacement)

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

Constructor and Description
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dc, VolatilityType type, double shift)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
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, 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, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)