org.jquantlib.model.shortrate.calibrationhelpers

Class CapHelper

java.lang.Object

org.jquantlib.model.CalibrationHelper

org.jquantlib.model.shortrate.calibrationhelpers.CapHelper

All Implemented Interfaces:

Observable, Observer

public class CapHelper
extends CalibrationHelper

Constructor Summary

Constructors

Constructor and Description
CapHelper(Period length, Handle<Quote> volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, Handle<YieldTermStructure> termStructure)
CapHelper(Period length, Handle<Quote> volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, Handle<YieldTermStructure> termStructure, boolean calibrateVolatility)

Method Summary

Modifier and Type	Method and Description
void	addObserver(Observer observer) Attaches a observer to the Observable.
void	addTimesTo(java.util.ArrayList<Time> times)
double	blackPrice(double volatility)
int	countObservers() Counts how many Observers were attached to this class.
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
double	modelValue()
void	notifyObservers() Notifies all attached observers about changes in the observable.
void	notifyObservers(java.lang.Object arg) Notifies all attached observers about changes in the observable.
void	update() This method is called whenever the observed object is changed.

Methods inherited from class org.jquantlib.model.CalibrationHelper

calibrationError, impliedVolatility, setPricingEngine

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CapHelper

public CapHelper(Period length,
                 Handle<Quote> volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 Handle<YieldTermStructure> termStructure)

CapHelper

public CapHelper(Period length,
                 Handle<Quote> volatility,
                 IborIndex index,
                 Frequency fixedLegFrequency,
                 DayCounter fixedLegDayCounter,
                 boolean includeFirstSwaplet,
                 Handle<YieldTermStructure> termStructure,
                 boolean calibrateVolatility)

Method Detail

addTimesTo

public void addTimesTo(java.util.ArrayList<Time> times)

Specified by:

addTimesTo in class CalibrationHelper

blackPrice

public double blackPrice(double volatility)

Specified by:

blackPrice in class CalibrationHelper

modelValue

public double modelValue()

Specified by:

modelValue in class CalibrationHelper

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface Observer

Overrides:

update in class CalibrationHelper

addObserver

public void addObserver(Observer observer)

Description copied from interface: Observable

Attaches a observer to the Observable. After attachment the observer gets informed about changes in the Observable.

Specified by:

addObserver in interface Observable

Overrides:

addObserver in class CalibrationHelper

Parameters:

observer - The observer to attach to the observable

countObservers

public int countObservers()

Description copied from interface: Observable

Counts how many Observers were attached to this class.

Specified by:

countObservers in interface Observable

Overrides:

countObservers in class CalibrationHelper

Returns:

the number of Observers

See Also:

Observer

deleteObserver

public void deleteObserver(Observer observer)

Description copied from interface: Observable

Detaches a previously attached observer to the observable. After detachment the observer does no longer receive change notifications from the observable.

Specified by:

deleteObserver in interface Observable

Overrides:

deleteObserver in class CalibrationHelper

Parameters:

observer - The observer to detach from the observable

deleteObservers

public void deleteObservers()

Description copied from interface: Observable

Detaches all previously attached observer to the observable. After detachment observers do not longer receive change notifications from the observable.

Specified by:

deleteObservers in interface Observable

Overrides:

deleteObservers in class CalibrationHelper

getObservers

public java.util.List<Observer> getObservers()

Description copied from interface: Observable

Returns list of observers registered with the Observable. List returned is unmodifiable list.

Specified by:

getObservers in interface Observable

Overrides:

getObservers in class CalibrationHelper

Returns:

list of observers

notifyObservers

public void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

Overrides:

notifyObservers in class CalibrationHelper

notifyObservers

public void notifyObservers(java.lang.Object arg)

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

Overrides:

notifyObservers in class CalibrationHelper

Parameters:

arg - an arbitrary Object to be passed to the Observer