| Modifier and Type | Method and Description |
|---|---|
static void |
QuantLibJNI.BoolVector_add(long jarg1,
BoolVector jarg1_,
boolean jarg2) |
static long |
QuantLibJNI.BoolVector_capacity(long jarg1,
BoolVector jarg1_) |
static void |
QuantLibJNI.BoolVector_clear(long jarg1,
BoolVector jarg1_) |
static boolean |
QuantLibJNI.BoolVector_get(long jarg1,
BoolVector jarg1_,
int jarg2) |
static boolean |
QuantLibJNI.BoolVector_isEmpty(long jarg1,
BoolVector jarg1_) |
static void |
QuantLibJNI.BoolVector_reserve(long jarg1,
BoolVector jarg1_,
long jarg2) |
static void |
QuantLibJNI.BoolVector_set(long jarg1,
BoolVector jarg1_,
int jarg2,
boolean jarg3) |
static long |
QuantLibJNI.BoolVector_size(long jarg1,
BoolVector jarg1_) |
void |
ShortRateModelHandle.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
ShortRateModel.calibrate(CalibrationHelperVector arg0,
OptimizationMethod arg1,
EndCriteria arg2,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
MarkovFunctional.calibrate(CalibrationHelperVector helper,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
void |
Gsr.calibrate(CalibrationHelperVector helpers,
OptimizationMethod method,
EndCriteria endCriteria,
Constraint constraint,
DoubleVector weights,
BoolVector fixParameters) |
protected static long |
BoolVector.getCPtr(BoolVector obj) |
static void |
QuantLibJNI.Gsr_calibrate__SWIG_0(long jarg1,
Gsr jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.MarkovFunctional_calibrate__SWIG_0(long jarg1,
MarkovFunctional jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12,
double jarg13,
long jarg14) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_2(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_3(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11) |
static void |
QuantLibJNI.ShortRateModel_calibrate__SWIG_0(long jarg1,
ShortRateModel jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
static void |
QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_0(long jarg1,
ShortRateModelHandle jarg1_,
long jarg2,
CalibrationHelperVector jarg2_,
long jarg3,
OptimizationMethod jarg3_,
long jarg4,
EndCriteria jarg4_,
long jarg5,
Constraint jarg5_,
long jarg6,
DoubleVector jarg6_,
long jarg7,
BoolVector jarg7_) |
| Constructor and Description |
|---|
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance,
SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) |
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