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

Uses of BlackVolTermStructureHandle in com.github.vonrosen.quantlib

Subclasses of BlackVolTermStructureHandle in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	RelinkableBlackVolTermStructureHandle

Methods in com.github.vonrosen.quantlib that return BlackVolTermStructureHandle

Modifier and Type	Method and Description
BlackVolTermStructureHandle	GeneralizedBlackScholesProcess.blackVolatility()

Methods in com.github.vonrosen.quantlib with parameters of type BlackVolTermStructureHandle

Modifier and Type	Method and Description
static long	QuantLibJNI.BlackVolTermStructureHandle___deref__(long jarg1, BlackVolTermStructureHandle jarg1_)
static boolean	QuantLibJNI.BlackVolTermStructureHandle_allowsExtrapolation(long jarg1, BlackVolTermStructureHandle jarg1_)
static long	QuantLibJNI.BlackVolTermStructureHandle_asObservable(long jarg1, BlackVolTermStructureHandle jarg1_)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_2(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_3(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4, boolean jarg5)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_2(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, boolean jarg5)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_3(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_2(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_3(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3, boolean jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_2(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3, boolean jarg4)
static double	QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_3(long jarg1, BlackVolTermStructureHandle jarg1_, double jarg2, double jarg3)
static long	QuantLibJNI.BlackVolTermStructureHandle_calendar(long jarg1, BlackVolTermStructureHandle jarg1_)
static long	QuantLibJNI.BlackVolTermStructureHandle_dayCounter(long jarg1, BlackVolTermStructureHandle jarg1_)
static void	QuantLibJNI.BlackVolTermStructureHandle_disableExtrapolation(long jarg1, BlackVolTermStructureHandle jarg1_)
static boolean	QuantLibJNI.BlackVolTermStructureHandle_empty(long jarg1, BlackVolTermStructureHandle jarg1_)
static void	QuantLibJNI.BlackVolTermStructureHandle_enableExtrapolation(long jarg1, BlackVolTermStructureHandle jarg1_)
static long	QuantLibJNI.BlackVolTermStructureHandle_maxDate(long jarg1, BlackVolTermStructureHandle jarg1_)
static double	QuantLibJNI.BlackVolTermStructureHandle_maxStrike(long jarg1, BlackVolTermStructureHandle jarg1_)
static double	QuantLibJNI.BlackVolTermStructureHandle_maxTime(long jarg1, BlackVolTermStructureHandle jarg1_)
static double	QuantLibJNI.BlackVolTermStructureHandle_minStrike(long jarg1, BlackVolTermStructureHandle jarg1_)
static long	QuantLibJNI.BlackVolTermStructureHandle_referenceDate(long jarg1, BlackVolTermStructureHandle jarg1_)
protected static long	BlackVolTermStructureHandle.getCPtr(BlackVolTermStructureHandle obj)
static long	QuantLibJNI.new_BlackProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_)
static long	QuantLibJNI.new_BlackScholesMertonProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)
static long	QuantLibJNI.new_BlackScholesProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_)
static long	QuantLibJNI.new_GarmanKohlagenProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)
static long	QuantLibJNI.new_GeneralizedBlackScholesProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)
static long	QuantLibJNI.new_LocalVolSurface__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)
static long	QuantLibJNI.new_LocalVolSurface__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, double jarg4)
static long	QuantLibJNI.new_Merton76Process(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, QuoteHandle jarg6_, long jarg7, QuoteHandle jarg7_)
static long	QuantLibJNI.new_QuantoEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)
static long	QuantLibJNI.new_QuantoForwardEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)

Constructors in com.github.vonrosen.quantlib with parameters of type BlackVolTermStructureHandle

Constructor and Description
BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesMertonProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS)
GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying)
LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)
Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)
QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)