org.jquantlib.termstructures.volatilities

Class SmileSection

java.lang.Object

org.jquantlib.termstructures.volatilities.SmileSection

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

FlatSmileSection

public abstract class SmileSection
extends java.lang.Object
implements Observer, Observable

Smile section base class

Constructor Summary

Constructors

Constructor and Description
SmileSection(Date d, DayCounter dc, Date referenceDate)
SmileSection(double exerciseTime, DayCounter dc)

Method Summary

Modifier and Type	Method and Description
void	addObserver(Observer observer) Attaches a observer to the Observable.
abstract double	atmLevel()
int	countObservers() Counts how many Observers were attached to this class.
DayCounter	dayCounter()
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
Date	exerciseDate()
double	exerciseTime()
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
void	initializeExerciseTime()
abstract double	maxStrike()
abstract double	minStrike()
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.
double	variance()
double	variance(double strike)
double	volatility()
double	volatility(double strike)

Methods inherited from class java.lang.Object

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

Constructor Detail

SmileSection

public SmileSection(Date d,
                    DayCounter dc,
                    Date referenceDate)

SmileSection

public SmileSection(double exerciseTime,
                    DayCounter dc)

Method Detail

minStrike

public abstract double minStrike()

maxStrike

public abstract double maxStrike()

atmLevel

public abstract double atmLevel()

variance

public double variance()

volatility

public double volatility()

initializeExerciseTime

public void initializeExerciseTime()

variance

public double variance(double strike)

volatility

public double volatility(double strike)

exerciseDate

public Date exerciseDate()

exerciseTime

public double exerciseTime()

dayCounter

public DayCounter dayCounter()

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

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

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

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

Parameters:

observer - The observer to detach from the observable

notifyObservers

public void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

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

Parameters:

arg - an arbitrary Object to be passed to the Observer

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

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

Returns:

list of observers