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

Uses of CapFloorTermVolSurface in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	CapFloorTermVolSurface.getCPtr(CapFloorTermVolSurface obj)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_0(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7, double jarg8, boolean jarg9)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_1(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7, double jarg8)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_2(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_3(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_4(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_5(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_6(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3)
static long	QuantLibJNI.new_OptionletStripper1__SWIG_7(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_)

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

Constructor and Description
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement)
OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow)