| Modifier and Type | Method and Description |
|---|---|
static double |
QuantLibJNI.BarrierOption_delta(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_dividendRho(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_gamma(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_impliedVolatility__SWIG_0(long jarg1,
BarrierOption jarg1_,
double jarg2,
long jarg3,
GeneralizedBlackScholesProcess jarg3_,
double jarg4,
long jarg5,
double jarg6,
double jarg7) |
static double |
QuantLibJNI.BarrierOption_impliedVolatility__SWIG_1(long jarg1,
BarrierOption jarg1_,
double jarg2,
long jarg3,
GeneralizedBlackScholesProcess jarg3_,
double jarg4,
long jarg5,
double jarg6) |
static double |
QuantLibJNI.BarrierOption_impliedVolatility__SWIG_2(long jarg1,
BarrierOption jarg1_,
double jarg2,
long jarg3,
GeneralizedBlackScholesProcess jarg3_,
double jarg4,
long jarg5) |
static double |
QuantLibJNI.BarrierOption_impliedVolatility__SWIG_3(long jarg1,
BarrierOption jarg1_,
double jarg2,
long jarg3,
GeneralizedBlackScholesProcess jarg3_,
double jarg4) |
static double |
QuantLibJNI.BarrierOption_impliedVolatility__SWIG_4(long jarg1,
BarrierOption jarg1_,
double jarg2,
long jarg3,
GeneralizedBlackScholesProcess jarg3_) |
static long |
QuantLibJNI.BarrierOption_priceCurve(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_rho(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_strikeSensitivity(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_theta(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_thetaPerDay(long jarg1,
BarrierOption jarg1_) |
static double |
QuantLibJNI.BarrierOption_vega(long jarg1,
BarrierOption jarg1_) |
protected static long |
BarrierOption.getCPtr(BarrierOption obj) |
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