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

Uses of Exercise in com.github.vonrosen.quantlib

Subclasses of Exercise in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	AmericanExercise
class	BermudanExercise
class	EuropeanExercise
class	RebatedExercise

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

Modifier and Type	Method and Description
static long	QuantLibJNI.Exercise___deref__(long jarg1, Exercise jarg1_)
static long	QuantLibJNI.Exercise_dates(long jarg1, Exercise jarg1_)
static int	QuantLibJNI.Exercise_exerciseType(long jarg1, Exercise jarg1_)
static boolean	QuantLibJNI.Exercise_isNull(long jarg1, Exercise jarg1_)
static long	QuantLibJNI.Exercise_lastDate(long jarg1, Exercise jarg1_)
static int	QuantLibJNI.Exercise_type(long jarg1, Exercise jarg1_)
protected static long	Exercise.getCPtr(Exercise obj)
static long	QuantLibJNI.new_BarrierOption(int jarg1, double jarg2, double jarg3, long jarg4, Payoff jarg4_, long jarg5, Exercise jarg5_)
static long	QuantLibJNI.new_BasketOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_ContinuousAveragingAsianOption(int jarg1, long jarg2, Payoff jarg2_, long jarg3, Exercise jarg3_)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_, double jarg11)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_, double jarg13)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_, double jarg10)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_)
static long	QuantLibJNI.new_DiscreteAveragingAsianOption(int jarg1, double jarg2, long jarg3, long jarg4, DateVector jarg4_, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_DividendVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_)
static long	QuantLibJNI.new_DoubleBarrierOption(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_EuropeanOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_EverestOption(double jarg1, double jarg2, long jarg3, Exercise jarg3_)
static long	QuantLibJNI.new_FloatFloatSwaption(long jarg1, FloatFloatSwap jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_ForwardVanillaOption(double jarg1, long jarg2, Date jarg2_, long jarg3, Payoff jarg3_, long jarg4, Exercise jarg4_)
static long	QuantLibJNI.new_NonstandardSwaption__SWIG_0(long jarg1, NonstandardSwap jarg1_, long jarg2, Exercise jarg2_, int jarg3)
static long	QuantLibJNI.new_NonstandardSwaption__SWIG_1(long jarg1, NonstandardSwap jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_QuantoDoubleBarrierOption(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_QuantoForwardVanillaOption(double jarg1, long jarg2, Date jarg2_, long jarg3, Payoff jarg3_, long jarg4, Exercise jarg4_)
static long	QuantLibJNI.new_QuantoVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_RebatedExercise__SWIG_0(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, long jarg4, Calendar jarg4_, int jarg5)
static long	QuantLibJNI.new_RebatedExercise__SWIG_1(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_RebatedExercise__SWIG_2(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3)
static long	QuantLibJNI.new_RebatedExercise__SWIG_3(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_Swaption__SWIG_0(long jarg1, VanillaSwap jarg1_, long jarg2, Exercise jarg2_, int jarg3)
static long	QuantLibJNI.new_Swaption__SWIG_1(long jarg1, VanillaSwap jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_VanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)

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

Constructor and Description
BarrierOption(Barrier.Type barrierType, double barrier, double rebate, Payoff payoff, Exercise exercise)
BasketOption(Payoff payoff, Exercise exercise)
ContinuousAveragingAsianOption(Average.Type averageType, Payoff payoff, Exercise exercise)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)
DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise)
DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise)
EuropeanOption(Payoff payoff, Exercise exercise)
EverestOption(double notional, double guarantee, Exercise exercise)
FloatFloatSwaption(FloatFloatSwap simpleSwap, Exercise exercise)
ForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
NonstandardSwaption(NonstandardSwap nonstandardSwap, Exercise exercise)
NonstandardSwaption(NonstandardSwap nonstandardSwap, Exercise exercise, Settlement.Type type)
QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise)
QuantoForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
QuantoVanillaOption(Payoff payoff, Exercise exercise)
RebatedExercise(Exercise exercise, DoubleVector rebates)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar, BusinessDayConvention rebatePaymentConvention)
Swaption(VanillaSwap simpleSwap, Exercise exercise)
Swaption(VanillaSwap simpleSwap, Exercise exercise, Settlement.Type type)
VanillaOption(Payoff payoff, Exercise exercise)