Uses of Enum Class
com.quantfinlib.rates.RatesOptions.VolType
Packages that use RatesOptions.VolType
Package
Description
Fixed income: curves, bonds, swaps, day counts and calendars, with
market conventions.
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Uses of RatesOptions.VolType in com.quantfinlib.rates
Subclasses with type arguments of type RatesOptions.VolType in com.quantfinlib.ratesModifier and TypeClassDescriptionstatic enumWhich vol a quote is: lognormal (Black-76), shifted lognormal (Black-76 on forward + shift and strike + shift) or normal (Bachelier).Methods in com.quantfinlib.rates that return RatesOptions.VolTypeModifier and TypeMethodDescriptionRatesOptions.VolModel.type()Returns the value of thetyperecord component.static RatesOptions.VolTypeReturns the enum constant of this class with the specified name.static RatesOptions.VolType[]RatesOptions.VolType.values()Returns an array containing the constants of this enum class, in the order they are declared.Constructors in com.quantfinlib.rates with parameters of type RatesOptions.VolTypeModifierConstructorDescriptionVolModel(RatesOptions.VolType type, double shift) Creates an instance of aVolModelrecord class.