static double |
QuantLibJNI.DiscreteAveragingAsianOption_delta(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_dividendRho(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_gamma(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_rho(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_strikeSensitivity(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_theta(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_thetaPerDay(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
static double |
QuantLibJNI.DiscreteAveragingAsianOption_vega(long jarg1,
DiscreteAveragingAsianOption jarg1_) |
protected static long |
DiscreteAveragingAsianOption.getCPtr(DiscreteAveragingAsianOption obj) |