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

Uses of FdmSchemeDesc in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return FdmSchemeDesc

Modifier and Type	Method and Description
static FdmSchemeDesc	FdmSchemeDesc.CraigSneyd()
static FdmSchemeDesc	FdmSchemeDesc.Douglas()
static FdmSchemeDesc	FdmSchemeDesc.ExplicitEuler()
static FdmSchemeDesc	FdmSchemeDesc.Hundsdorfer()
static FdmSchemeDesc	FdmSchemeDesc.ImplicitEuler()
static FdmSchemeDesc	FdmSchemeDesc.ModifiedCraigSneyd()
static FdmSchemeDesc	FdmSchemeDesc.ModifiedHundsdorfer()

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

Modifier and Type	Method and Description
static double	QuantLibJNI.FdmSchemeDesc_mu_get(long jarg1, FdmSchemeDesc jarg1_)
static double	QuantLibJNI.FdmSchemeDesc_theta_get(long jarg1, FdmSchemeDesc jarg1_)
static int	QuantLibJNI.FdmSchemeDesc_type_get(long jarg1, FdmSchemeDesc jarg1_)
protected static long	FdmSchemeDesc.getCPtr(FdmSchemeDesc obj)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4, long jarg5, FdmSchemeDesc jarg5_, boolean jarg6, double jarg7)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4, long jarg5, FdmSchemeDesc jarg5_, boolean jarg6)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4, long jarg5, FdmSchemeDesc jarg5_)

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

Constructor and Description
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)