Uses of Class com.github.vonrosen.quantlib.Array (quantlib-java-swig 1.10 API)

Uses of Array in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return Array
Modifier and Type	Method and Description
`Array`	TridiagonalOperator.`applyTo(Array v)`
`Array`	StochasticProcess.`drift(double t, Array x)`
`Array`	StochasticProcess.`evolve(double t0, Array x0, double dt, Array dw)`
`Array`	StochasticProcess.`expectation(double t0, Array x0, double dt)`
`Array`	SampledCurve.`grid()`
`Array`	StochasticProcess.`initialValues()`
`Array`	ShortRateModelHandle.`params()`
`Array`	ShortRateModel.`params()`
`Array`	Parameter.`params()`
`Array`	Gsr.`params()`
`Array`	CalibratedModelHandle.`params()`
`Array`	CalibratedModel.`params()`
`Array`	Gsr.`reversion()`
`Array`	SVD.`singularValues()`
`Array`	FittingMethod.`solution()`
`Array`	Optimizer.`solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, Array iv)`
`Array`	TridiagonalOperator.`solveFor(Array rhs)`
`Array`	SampleArray.`value()`
`Array`	SampledCurve.`values()`
`Array`	CostFunctionDelegate.`values(Array x)`
`Array`	MarkovFunctional.`volatility()`
`Array`	Gsr.`volatility()`

Methods in com.github.vonrosen.quantlib with parameters of type Array
Modifier and Type	Method and Description
`void`	SequenceStatistics.`add(Array value)`
`void`	MultipleStatistics.`add(Array value)`
`void`	MultipleIncrementalStatistics.`add(Array value)`
`void`	SequenceStatistics.`add(Array value, double weight)`
`void`	MultipleStatistics.`add(Array value, double weight)`
`void`	MultipleIncrementalStatistics.`add(Array value, double weight)`
`Array`	TridiagonalOperator.`applyTo(Array v)`
`static double`	QuantLibJNI.`Array_get(long jarg1, Array jarg1_, long jarg2)`
`static void`	QuantLibJNI.`Array_set(long jarg1, Array jarg1_, long jarg2, double jarg3)`
`static long`	QuantLibJNI.`Array_size(long jarg1, Array jarg1_)`
`static String`	QuantLibJNI.`Array_toString(long jarg1, Array jarg1_)`
`static void`	QuantLibJNI.`CalibratedModel_setParams(long jarg1, CalibratedModel jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`CalibratedModel_value(long jarg1, CalibratedModel jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)`
`static void`	QuantLibJNI.`CalibratedModelHandle_setParams(long jarg1, CalibratedModelHandle jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`CalibratedModelHandle_value(long jarg1, CalibratedModelHandle jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)`
`static double`	QuantLibJNI.`CostFunctionDelegate_value(long jarg1, CostFunctionDelegate jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`CostFunctionDelegate_values(long jarg1, CostFunctionDelegate jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`CostFunctionDelegate_valuesSwigExplicitCostFunctionDelegate(long jarg1, CostFunctionDelegate jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`CostFunctionDelegate_valueSwigExplicitCostFunctionDelegate(long jarg1, CostFunctionDelegate jarg1_, long jarg2, Array jarg2_)`
`Matrix`	StochasticProcess.`covariance(double t0, Array x0, double dt)`
`Matrix`	StochasticProcess.`diffusion(double t, Array x)`
`Array`	StochasticProcess.`drift(double t, Array x)`
`Array`	StochasticProcess.`evolve(double t0, Array x0, double dt, Array dw)`
`Array`	StochasticProcess.`expectation(double t0, Array x0, double dt)`
`static Matrix`	QuantLib.`getCovariance(Array volatilities, Matrix correlations)`
`static long`	QuantLibJNI.`getCovariance(long jarg1, Array jarg1_, long jarg2, Matrix jarg2_)`
`protected static long`	Array.`getCPtr(Array obj)`
`static void`	QuantLibJNI.`Gsr_setParams(long jarg1, Gsr jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`Gsr_value(long jarg1, Gsr jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)`
`static double`	QuantLibJNI.`JavaCostFunction_value(long jarg1, JavaCostFunction jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`JavaCostFunction_values(long jarg1, JavaCostFunction jarg1_, long jarg2, Array jarg2_)`
`static void`	QuantLibJNI.`MultipleIncrementalStatistics_add__SWIG_2(long jarg1, MultipleIncrementalStatistics jarg1_, long jarg2, Array jarg2_, double jarg3)`
`static void`	QuantLibJNI.`MultipleIncrementalStatistics_add__SWIG_3(long jarg1, MultipleIncrementalStatistics jarg1_, long jarg2, Array jarg2_)`
`static void`	QuantLibJNI.`MultipleStatistics_add__SWIG_2(long jarg1, MultipleStatistics jarg1_, long jarg2, Array jarg2_, double jarg3)`
`static void`	QuantLibJNI.`MultipleStatistics_add__SWIG_3(long jarg1, MultipleStatistics jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_Array__SWIG_3(long jarg1, Array jarg1_)`
`static long`	QuantLibJNI.`new_AverageBasketPayoff__SWIG_0(long jarg1, Payoff jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_BackwardFlatInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_BicubicSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Matrix jarg3_)`
`static long`	QuantLibJNI.`new_BilinearInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Matrix jarg3_)`
`static long`	QuantLibJNI.`new_CubicNaturalSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_FittedBondDiscountCurve__SWIG_0(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6, long jarg7, long jarg8, Array jarg8_, double jarg9)`
`static long`	QuantLibJNI.`new_FittedBondDiscountCurve__SWIG_1(long jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, FittingMethod jarg5_, double jarg6, long jarg7, long jarg8, Array jarg8_)`
`static long`	QuantLibJNI.`new_FittedBondDiscountCurve__SWIG_5(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5, long jarg6, long jarg7, Array jarg7_, double jarg8)`
`static long`	QuantLibJNI.`new_FittedBondDiscountCurve__SWIG_6(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, FittingMethod jarg4_, double jarg5, long jarg6, long jarg7, Array jarg7_)`
`static long`	QuantLibJNI.`new_ForwardFlatInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_FritschButlandCubic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_FritschButlandLogCubic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_GsrProcess__SWIG_0(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Array jarg3_, double jarg4)`
`static long`	QuantLibJNI.`new_GsrProcess__SWIG_1(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Array jarg3_)`
`static long`	QuantLibJNI.`new_KrugerCubic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_KrugerLogCubic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_LexicographicalView(long jarg1, Array jarg1_, long jarg2)`
`static long`	QuantLibJNI.`new_LinearInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_LogCubicNaturalSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_LogLinearInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_LogParabolic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_MonotonicCubicNaturalSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_MonotonicLogCubicNaturalSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_MonotonicLogParabolic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_MonotonicParabolic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_NonhomogeneousBoundaryConstraint(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_Parabolic(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_SampledCurve__SWIG_1(long jarg1, Array jarg1_)`
`static long`	QuantLibJNI.`new_SamplerMirrorGaussian__SWIG_0(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3)`
`static long`	QuantLibJNI.`new_SamplerMirrorGaussian__SWIG_1(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`new_TridiagonalOperator(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Array jarg3_)`
`static long`	QuantLibJNI.`Optimizer_solve(long jarg1, Optimizer jarg1_, long jarg2, CostFunctionDelegate jarg2_, long jarg3, Constraint jarg3_, long jarg4, OptimizationMethod jarg4_, long jarg5, EndCriteria jarg5_, long jarg6, Array jarg6_)`
`static Matrix`	QuantLib.`outerProduct(Array v1, Array v2)`
`static long`	QuantLibJNI.`outerProduct(long jarg1, Array jarg1_, long jarg2, Array jarg2_)`
`static boolean`	QuantLibJNI.`Parameter_testParams(long jarg1, Parameter jarg1_, long jarg2, Array jarg2_)`
`void`	SampledCurve.`regrid(Array arg0)`
`static void`	QuantLibJNI.`SampledCurve_regrid(long jarg1, SampledCurve jarg1_, long jarg2, Array jarg2_)`
`static void`	QuantLibJNI.`SampledCurve_setGrid(long jarg1, SampledCurve jarg1_, long jarg2, Array jarg2_)`
`static void`	QuantLibJNI.`SampledCurve_setValues(long jarg1, SampledCurve jarg1_, long jarg2, Array jarg2_)`
`static void`	QuantLibJNI.`SequenceStatistics_add__SWIG_2(long jarg1, SequenceStatistics jarg1_, long jarg2, Array jarg2_, double jarg3)`
`static void`	QuantLibJNI.`SequenceStatistics_add__SWIG_3(long jarg1, SequenceStatistics jarg1_, long jarg2, Array jarg2_)`
`void`	SampledCurve.`setGrid(Array arg0)`
`void`	ShortRateModelHandle.`setParams(Array params)`
`void`	ShortRateModel.`setParams(Array params)`
`void`	Gsr.`setParams(Array params)`
`void`	CalibratedModelHandle.`setParams(Array params)`
`void`	CalibratedModel.`setParams(Array params)`
`void`	SampledCurve.`setValues(Array arg0)`
`static void`	QuantLibJNI.`ShortRateModel_setParams(long jarg1, ShortRateModel jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`ShortRateModel_value(long jarg1, ShortRateModel jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)`
`static void`	QuantLibJNI.`ShortRateModelHandle_setParams(long jarg1, ShortRateModelHandle jarg1_, long jarg2, Array jarg2_)`
`static double`	QuantLibJNI.`ShortRateModelHandle_value(long jarg1, ShortRateModelHandle jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)`
`Array`	Optimizer.`solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, Array iv)`
`Array`	TridiagonalOperator.`solveFor(Array rhs)`
`Matrix`	StochasticProcess.`stdDeviation(double t0, Array x0, double dt)`
`static long`	QuantLibJNI.`StochasticProcess_covariance(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_, double jarg4)`
`static long`	QuantLibJNI.`StochasticProcess_diffusion(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_)`
`static long`	QuantLibJNI.`StochasticProcess_drift(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_)`
`static long`	QuantLibJNI.`StochasticProcess_evolve(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_, double jarg4, long jarg5, Array jarg5_)`
`static long`	QuantLibJNI.`StochasticProcess_expectation(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_, double jarg4)`
`static long`	QuantLibJNI.`StochasticProcess_stdDeviation(long jarg1, StochasticProcess jarg1_, double jarg2, long jarg3, Array jarg3_, double jarg4)`
`boolean`	Parameter.`testParams(Array params)`
`static long`	QuantLibJNI.`TridiagonalOperator_applyTo(long jarg1, TridiagonalOperator jarg1_, long jarg2, Array jarg2_)`
`static long`	QuantLibJNI.`TridiagonalOperator_solveFor(long jarg1, TridiagonalOperator jarg1_, long jarg2, Array jarg2_)`
`double`	JavaCostFunction.`value(Array x)`
`double`	CostFunctionDelegate.`value(Array x)`
`double`	ShortRateModelHandle.`value(Array params, CalibrationHelperVector arg1)`
`double`	ShortRateModel.`value(Array params, CalibrationHelperVector arg1)`
`double`	Gsr.`value(Array params, CalibrationHelperVector helpers)`
`double`	CalibratedModelHandle.`value(Array params, CalibrationHelperVector arg1)`
`double`	CalibratedModel.`value(Array params, CalibrationHelperVector arg1)`
`SWIGTYPE_p_DisposableT_Array_t`	JavaCostFunction.`values(Array x)`
`Array`	CostFunctionDelegate.`values(Array x)`

Constructors in com.github.vonrosen.quantlib with parameters of type Array
Constructor and Description
`Array(Array arg0)`
`AverageBasketPayoff(Payoff p, Array a)`
`BackwardFlatInterpolation(Array x, Array y)`
`BicubicSpline(Array x, Array y, Matrix m)`
`BilinearInterpolation(Array x, Array y, Matrix m)`
`CubicNaturalSpline(Array x, Array y)`
`FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)`
`FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)`
`FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)`
`ForwardFlatInterpolation(Array x, Array y)`
`FritschButlandCubic(Array x, Array y)`
`FritschButlandLogCubic(Array x, Array y)`
`GsrProcess(Array times, Array vols, Array reversions)`
`GsrProcess(Array times, Array vols, Array reversions, double T)`
`KrugerCubic(Array x, Array y)`
`KrugerLogCubic(Array x, Array y)`
`LexicographicalView(Array a, long xSize)`
`LinearInterpolation(Array x, Array y)`
`LogCubicNaturalSpline(Array x, Array y)`
`LogLinearInterpolation(Array x, Array y)`
`LogParabolic(Array x, Array y)`
`MonotonicCubicNaturalSpline(Array x, Array y)`
`MonotonicLogCubicNaturalSpline(Array x, Array y)`
`MonotonicLogParabolic(Array x, Array y)`
`MonotonicParabolic(Array x, Array y)`
`NonhomogeneousBoundaryConstraint(Array l, Array u)`
`Parabolic(Array x, Array y)`
`SampledCurve(Array arg0)`
`SamplerMirrorGaussian(Array lower, Array upper)`
`SamplerMirrorGaussian(Array lower, Array upper, long seed)`
`TridiagonalOperator(Array low, Array mid, Array high)`

Uses of Classcom.github.vonrosen.quantlib.Array

Uses of Array in com.github.vonrosen.quantlib

Uses of Class
com.github.vonrosen.quantlib.Array