| Modifier and Type | Method and Description |
|---|---|
static double |
QuantLibJNI.BlackCalculator_alpha(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_beta(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_delta(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
static double |
QuantLibJNI.BlackCalculator_deltaForward(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_dividendRho(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
static double |
QuantLibJNI.BlackCalculator_elasticity(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
static double |
QuantLibJNI.BlackCalculator_elasticityForward(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_gamma(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
static double |
QuantLibJNI.BlackCalculator_gammaForward(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_itmAssetProbability(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_itmCashProbability(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_rho(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
static double |
QuantLibJNI.BlackCalculator_strikeSensitivity(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_theta(long jarg1,
BlackCalculator jarg1_,
double jarg2,
double jarg3) |
static double |
QuantLibJNI.BlackCalculator_thetaPerDay(long jarg1,
BlackCalculator jarg1_,
double jarg2,
double jarg3) |
static double |
QuantLibJNI.BlackCalculator_value(long jarg1,
BlackCalculator jarg1_) |
static double |
QuantLibJNI.BlackCalculator_vega(long jarg1,
BlackCalculator jarg1_,
double jarg2) |
protected static long |
BlackCalculator.getCPtr(BlackCalculator obj) |
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