Class FxVolSurface.SmilePillar

java.lang.Object

com.quantfinlib.fx.FxVolSurface.SmilePillar

Enclosing class:

FxVolSurface

public static final class FxVolSurface.SmilePillar
extends Object

One expiry's solved smile: absolute strikes and vols, low to high strike.

Constructor Summary

Constructors

Constructor	Description
SmilePillar(double expiryYears, double forward, double[] strikes, double[] vols)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object other)
double	expiryYears()	expiryYears.
double	forward()	forward.
int	hashCode()
double	strikes(int i)	Element i of strikes.
double[]	strikesCopy()	A fresh copy of strikes.
int	strikesLength()	Length of strikes.
String	toString()
double	vols(int i)	Element i of vols.
double[]	volsCopy()	A fresh copy of vols.
int	volsLength()	Length of vols.

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

SmilePillar

public SmilePillar(double expiryYears,
 double forward,
 double[] strikes,
 double[] vols)

Creates the value; array and collection arguments are copied.

Method Details

expiryYears

public double expiryYears()

expiryYears.

forward

public double forward()

forward.

strikes

public double strikes(int i)

Element i of strikes.

strikesLength

public int strikesLength()

Length of strikes.

strikesCopy

public double[] strikesCopy()

A fresh copy of strikes.

vols

public double vols(int i)

Element i of vols.

volsLength

public int volsLength()

Length of vols.

volsCopy

public double[] volsCopy()

A fresh copy of vols.

equals

public boolean equals(Object other)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object