Examples of blackForwardVol()

Examples of org.jquantlib.termstructures.BlackVolatilityTermStructure.blackForwardVol()

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        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        Double forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        Double forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        Double forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);
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Examples of org.jquantlib.termstructures.BlackVolatilityTermStructure.blackForwardVol()

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        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        Double forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        Double forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);

        //The volatilities calculated above are same as it's constant volatility termstructure
        if(forwardVolatility1.equals(forwardVolatility2) && forwardVolatility2.equals(forwardVolatility3)){
            System.out.println("All the forward volatilities calculated above are same and = "+forwardVolatility1);
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Examples of org.jquantlib.termstructures.BlackVolatilityTermStructure.blackForwardVol()

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        if(volatility1.equals(volatility2) && volatility2.equals(volatility3)){
            System.out.println("All the volatilities calculated above are same and = "+volatility1);
        }

        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);
View Full Code Here

Examples of org.jquantlib.termstructures.BlackVolatilityTermStructure.blackForwardVol()

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        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);
View Full Code Here

Examples of org.jquantlib.termstructures.BlackVolatilityTermStructure.blackForwardVol()

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        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);

        //The volatilities calculated above are same as it's constant volatility termstructure
        if(forwardVolatility1.equals(forwardVolatility2) && forwardVolatility2.equals(forwardVolatility3)){
            System.out.println("All the volatilities calculated above are same and = "+forwardVolatility1);
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackForwardVol()

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        if(volatility1.equals(volatility2) && volatility2.equals(volatility3)){
            System.out.println("All the volatilities calculated above are same and = "+volatility1);
        }

        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        Double forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        Double forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackForwardVol()

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        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        Double forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        Double forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        Double forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackForwardVol()

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        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        Double forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        Double forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);

        //The volatilities calculated above are same as it's constant volatility termstructure
        if(forwardVolatility1.equals(forwardVolatility2) && forwardVolatility2.equals(forwardVolatility3)){
            System.out.println("All the forward volatilities calculated above are same and = "+forwardVolatility1);
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackForwardVol()

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        if(volatility1.equals(volatility2) && volatility2.equals(volatility3)){
            System.out.println("All the volatilities calculated above are same and = "+volatility1);
        }

        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);
View Full Code Here

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackForwardVol()

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        //Calculating blackForwardVolatility between 10 days after today and 15 days after today with strike as 20
        forwardVolatility1 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility1);

        //Calculating blackForwardVolatility between 20 days after today and 25 days after today with strike as 40
        forwardVolatility2 = constantVolatility.blackForwardVol(date10.clone(), date15.clone(), 20, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility2);

        //Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60
        forwardVolatility3 = constantVolatility.blackForwardVol(date27.clone(), date35.clone(), 60, true);
        System.out.println("BlackForwardVolatility = "+forwardVolatility3);
View Full Code Here
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