Uses of Class
com.github.vonrosen.quantlib.Gaussian1dModel

Uses of Gaussian1dModel in com.github.vonrosen.quantlib

Subclasses of Gaussian1dModel in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	Gsr
class	MarkovFunctional

Methods in com.github.vonrosen.quantlib with parameters of type Gaussian1dModel

Modifier and Type	Method and Description
static long	QuantLibJNI.Gaussian1dModel___deref__(long jarg1, Gaussian1dModel jarg1_)
static double	QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_0(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4, long jarg5)
static double	QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_1(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4)
static double	QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_2(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_)
static double	QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_3(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_)
static boolean	QuantLibJNI.Gaussian1dModel_isNull(long jarg1, Gaussian1dModel jarg1_)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_0(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3, long jarg4, YieldTermStructureHandle jarg4_)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_1(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_2(long jarg1, Gaussian1dModel jarg1_, double jarg2)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_3(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, double jarg3, long jarg4, YieldTermStructureHandle jarg4_)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_4(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, double jarg3)
static double	QuantLibJNI.Gaussian1dModel_numeraire__SWIG_5(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_)
static long	QuantLibJNI.Gaussian1dModel_stateProcess(long jarg1, Gaussian1dModel jarg1_)
static double	QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_0(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_, double jarg5, long jarg6)
static double	QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_1(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_, double jarg5)
static double	QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_2(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_)
static double	QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_3(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_)
static double	QuantLibJNI.Gaussian1dModel_swapRate__SWIG_0(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_, double jarg5, long jarg6)
static double	QuantLibJNI.Gaussian1dModel_swapRate__SWIG_1(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_, double jarg5)
static double	QuantLibJNI.Gaussian1dModel_swapRate__SWIG_2(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_, long jarg4, Date jarg4_)
static double	QuantLibJNI.Gaussian1dModel_swapRate__SWIG_3(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Period jarg3_)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_0(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3, double jarg4, long jarg5, YieldTermStructureHandle jarg5_)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_1(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3, double jarg4)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_2(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_3(long jarg1, Gaussian1dModel jarg1_, double jarg2)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_4(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4, long jarg5, YieldTermStructureHandle jarg5_)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_5(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_6(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_)
static double	QuantLibJNI.Gaussian1dModel_zerobond__SWIG_7(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11, boolean jarg12, boolean jarg13)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11, boolean jarg12)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_3(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_4(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_5(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_6(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_)
static double	QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_7(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6)
protected static long	Gaussian1dModel.getCPtr(Gaussian1dModel obj)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_, boolean jarg8, int jarg9)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_, boolean jarg8)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_3(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_4(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_5(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_6(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_7(long jarg1, Gaussian1dModel jarg1_, int jarg2)
static long	QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_8(long jarg1, Gaussian1dModel jarg1_)
static long	QuantLibJNI.new_Gaussian1dJamshidianSwaptionEngine(long jarg1, Gaussian1dModel jarg1_)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_3(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_4(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_5(long jarg1, Gaussian1dModel jarg1_, int jarg2)
static long	QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_6(long jarg1, Gaussian1dModel jarg1_)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, YieldTermStructureHandle jarg6_)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_3(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_4(long jarg1, Gaussian1dModel jarg1_, int jarg2)
static long	QuantLibJNI.new_Gaussian1dSwaptionEngine__SWIG_5(long jarg1, Gaussian1dModel jarg1_)

Constructors in com.github.vonrosen.quantlib with parameters of type Gaussian1dModel

Constructor and Description
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise, _Gaussian1dFloatFloatSwaptionEngine.Probabilities probabilities)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise)
Gaussian1dJamshidianSwaptionEngine(Gaussian1dModel model)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
Gaussian1dSwaptionEngine(Gaussian1dModel model)
Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints)
Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs)
Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff)
Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)
Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, YieldTermStructureHandle discountCurve)