| Modifier and Type | Field and Description |
|---|---|
static _BlackVarianceSurface.Extrapolation |
BlackVarianceSurface.ConstantExtrapolation |
static _BlackVarianceSurface.Extrapolation |
_BlackVarianceSurface.Extrapolation.ConstantExtrapolation |
static _BlackVarianceSurface.Extrapolation |
BlackVarianceSurface.InterpolatorDefaultExtrapolation |
static _BlackVarianceSurface.Extrapolation |
_BlackVarianceSurface.Extrapolation.InterpolatorDefaultExtrapolation |
| Modifier and Type | Method and Description |
|---|---|
static _BlackVarianceSurface.Extrapolation |
_BlackVarianceSurface.Extrapolation.swigToEnum(int swigValue) |
| Constructor and Description |
|---|
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower,
_BlackVarianceSurface.Extrapolation upper) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower,
_BlackVarianceSurface.Extrapolation upper,
String interpolator) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower) |
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