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

Uses of DividendVanillaOption in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
static double	QuantLibJNI.DividendVanillaOption_delta(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_dividendRho(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_gamma(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_0(long jarg1, DividendVanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6, double jarg7)
static double	QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_1(long jarg1, DividendVanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6)
static double	QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_2(long jarg1, DividendVanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5)
static double	QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_3(long jarg1, DividendVanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4)
static double	QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_4(long jarg1, DividendVanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_)
static long	QuantLibJNI.DividendVanillaOption_priceCurve(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_rho(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_strikeSensitivity(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_theta(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_thetaPerDay(long jarg1, DividendVanillaOption jarg1_)
static double	QuantLibJNI.DividendVanillaOption_vega(long jarg1, DividendVanillaOption jarg1_)
protected static long	DividendVanillaOption.getCPtr(DividendVanillaOption obj)