Uses of Enum
net.finmath.marketdata.model.volatilities.DupireLocalVolatility.NegativeLocalVarianceHandling

Packages that use DupireLocalVolatility.NegativeLocalVarianceHandling

Package	Description
net.finmath.marketdata.model.volatilities	Provides interface specification and implementation of volatility surfaces, e.g., interest rate volatility surfaces like (implied) caplet volatilities and swaption volatilities.

Uses of DupireLocalVolatility.NegativeLocalVarianceHandling in net.finmath.marketdata.model.volatilities

Subclasses with type arguments of type DupireLocalVolatility.NegativeLocalVarianceHandling in net.finmath.marketdata.model.volatilities

Modifier and Type	Class	Description
static enum	DupireLocalVolatility.NegativeLocalVarianceHandling	Policy for negative or numerically unstable local variances.

Methods in net.finmath.marketdata.model.volatilities that return DupireLocalVolatility.NegativeLocalVarianceHandling

Modifier and Type	Method	Description
DupireLocalVolatility.NegativeLocalVarianceHandling	DupireLocalVolatility.getNegativeLocalVarianceHandling()	Returns the negative local variance handling policy.
static DupireLocalVolatility.NegativeLocalVarianceHandling	DupireLocalVolatility.NegativeLocalVarianceHandling.valueOf(String name)	Returns the enum constant of this type with the specified name.
static DupireLocalVolatility.NegativeLocalVarianceHandling[]	DupireLocalVolatility.NegativeLocalVarianceHandling.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.marketdata.model.volatilities with parameters of type DupireLocalVolatility.NegativeLocalVarianceHandling

Modifier	Constructor	Description
	DupireLocalVolatility(OptionSurfaceDataInterpolated quoteSurface, DupireLocalVolatility.LocalVolatilityFormula formula, double timeEpsilon, double strikeEpsilonFactor, double varianceFloor, DupireLocalVolatility.NegativeLocalVarianceHandling negativeLocalVarianceHandling)	Creates a Dupire local volatility provider.