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

Uses of GeneralizedBlackScholesProcess in com.github.vonrosen.quantlib

Subclasses of GeneralizedBlackScholesProcess in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	BlackProcess
class	BlackScholesMertonProcess
class	BlackScholesProcess
class	GarmanKohlagenProcess

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

Modifier and Type	Method and Description
static double	QuantLibJNI.BarrierOption_impliedVolatility__SWIG_0(long jarg1, BarrierOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6, double jarg7)
static double	QuantLibJNI.BarrierOption_impliedVolatility__SWIG_1(long jarg1, BarrierOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6)
static double	QuantLibJNI.BarrierOption_impliedVolatility__SWIG_2(long jarg1, BarrierOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5)
static double	QuantLibJNI.BarrierOption_impliedVolatility__SWIG_3(long jarg1, BarrierOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4)
static double	QuantLibJNI.BarrierOption_impliedVolatility__SWIG_4(long jarg1, BarrierOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_)
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.GeneralizedBlackScholesProcess_blackVolatility(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.GeneralizedBlackScholesProcess_dividendYield(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.GeneralizedBlackScholesProcess_riskFreeRate(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.GeneralizedBlackScholesProcess_stateVariable(long jarg1, GeneralizedBlackScholesProcess jarg1_)
protected static long	GeneralizedBlackScholesProcess.getCPtr(GeneralizedBlackScholesProcess obj)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
double	DividendVanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
double	DividendVanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
double	DividendVanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
double	DividendVanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	DividendVanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
static long	QuantLibJNI.new_AnalyticBarrierEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticBinaryBarrierEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticContinuousGeometricAveragePriceAsianEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDigitalAmericanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDigitalAmericanKOEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDiscreteGeometricAveragePriceAsianEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDiscreteGeometricAverageStrikeAsianEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDividendEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDoubleBarrierBinaryEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticDoubleBarrierEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, int jarg2)
static long	QuantLibJNI.new_AnalyticDoubleBarrierEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_AnalyticEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_BaroneAdesiWhaleyEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_BinomialBarrierEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4)
static long	QuantLibJNI.new_BinomialBarrierEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3)
static long	QuantLibJNI.new_BinomialConvertibleEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3)
static long	QuantLibJNI.new_BinomialDoubleBarrierEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3)
static long	QuantLibJNI.new_BinomialVanillaEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3)
static long	QuantLibJNI.new_BjerksundStenslandEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_ContinuousArithmeticAsianLevyEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, Date jarg3_)
static long	QuantLibJNI.new_FDAmericanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDAmericanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDAmericanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDAmericanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FDBermudanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDBermudanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDBermudanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDBermudanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FdBlackScholesAsianEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4)
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_)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FdBlackScholesBarrierEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, long jarg4)
static long	QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FDDividendAmericanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDDividendAmericanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDDividendAmericanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDDividendAmericanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FDDividendEuropeanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDDividendEuropeanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDDividendEuropeanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDDividendEuropeanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FDEuropeanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDEuropeanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDEuropeanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDEuropeanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_FDShoutEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3, boolean jarg4)
static long	QuantLibJNI.new_FDShoutEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.new_FDShoutEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2)
static long	QuantLibJNI.new_FDShoutEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_ForwardEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_IntegralEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8, int jarg9, boolean jarg10, int jarg11)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8, int jarg9, boolean jarg10)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8, int jarg9)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6, int jarg7)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5, boolean jarg6)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4, boolean jarg5)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_7(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3, long jarg4)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_8(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, long jarg3)
static long	QuantLibJNI.new_MCBarrierEngine__SWIG_9(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, boolean jarg5, int jarg6, double jarg7, int jarg8, int jarg9)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, boolean jarg5, int jarg6, double jarg7, int jarg8)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, boolean jarg5, int jarg6, double jarg7)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, boolean jarg5, int jarg6)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, boolean jarg5)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3)
static long	QuantLibJNI.new_MCDiscreteArithmeticAPEngine__SWIG_7(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6, int jarg7, int jarg8)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6, int jarg7)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3)
static long	QuantLibJNI.new_MCDiscreteArithmeticASEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6, int jarg7, int jarg8)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6, int jarg7)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5, double jarg6)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4, int jarg5)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3, boolean jarg4)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, boolean jarg3)
static long	QuantLibJNI.new_MCDiscreteGeometricAPEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8, int jarg9, int jarg10)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8, int jarg9)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_2(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5, boolean jarg6, int jarg7, double jarg8)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_3(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5, boolean jarg6, int jarg7)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_4(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5, boolean jarg6)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_5(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4, boolean jarg5)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_6(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3, int jarg4)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_7(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2, int jarg3)
static long	QuantLibJNI.new_MCEuropeanEngine__SWIG_8(long jarg1, GeneralizedBlackScholesProcess jarg1_, String jarg2)
static long	QuantLibJNI.new_QuantoEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)
static long	QuantLibJNI.new_QuantoForwardEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)
static long	QuantLibJNI.new_StulzEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, GeneralizedBlackScholesProcess jarg2_, double jarg3)
static long	QuantLibJNI.new_WulinYongDoubleBarrierEngine__SWIG_0(long jarg1, GeneralizedBlackScholesProcess jarg1_, int jarg2)
static long	QuantLibJNI.new_WulinYongDoubleBarrierEngine__SWIG_1(long jarg1, GeneralizedBlackScholesProcess jarg1_)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_0(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6, double jarg7)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_1(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_2(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_3(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_4(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_)

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

Constructor and Description
AnalyticBarrierEngine(GeneralizedBlackScholesProcess process)
AnalyticBinaryBarrierEngine(GeneralizedBlackScholesProcess process)
AnalyticContinuousGeometricAveragePriceAsianEngine(GeneralizedBlackScholesProcess process)
AnalyticDigitalAmericanEngine(GeneralizedBlackScholesProcess process)
AnalyticDigitalAmericanKOEngine(GeneralizedBlackScholesProcess process)
AnalyticDiscreteGeometricAveragePriceAsianEngine(GeneralizedBlackScholesProcess process)
AnalyticDiscreteGeometricAverageStrikeAsianEngine(GeneralizedBlackScholesProcess process)
AnalyticDividendEuropeanEngine(GeneralizedBlackScholesProcess process)
AnalyticDoubleBarrierBinaryEngine(GeneralizedBlackScholesProcess process)
AnalyticDoubleBarrierEngine(GeneralizedBlackScholesProcess process)
AnalyticDoubleBarrierEngine(GeneralizedBlackScholesProcess process, int series)
AnalyticEuropeanEngine(GeneralizedBlackScholesProcess process)
BaroneAdesiWhaleyEngine(GeneralizedBlackScholesProcess process)
BinomialBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps)
BinomialBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps, long max_steps)
BinomialConvertibleEngine(GeneralizedBlackScholesProcess process, String type, long steps)
BinomialDoubleBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps)
BinomialVanillaEngine(GeneralizedBlackScholesProcess process, String type, long steps)
BjerksundStenslandEngine(GeneralizedBlackScholesProcess process)
ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate)
FDAmericanEngine(GeneralizedBlackScholesProcess process)
FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
FDBermudanEngine(GeneralizedBlackScholesProcess process)
FDBermudanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDBermudanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDBermudanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
FdBlackScholesAsianEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long aGrid)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps)
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)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps)
FDDividendAmericanEngine(GeneralizedBlackScholesProcess process)
FDDividendAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDDividendAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDDividendAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process)
FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
FDEuropeanEngine(GeneralizedBlackScholesProcess process)
FDEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDEuropeanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
FDShoutEngine(GeneralizedBlackScholesProcess process)
FDShoutEngine(GeneralizedBlackScholesProcess process, long timeSteps)
FDShoutEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
FDShoutEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
ForwardEuropeanEngine(GeneralizedBlackScholesProcess process)
IntegralEngine(GeneralizedBlackScholesProcess process)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, boolean isBiased)
MCBarrierEngine(GeneralizedBlackScholesProcess process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, boolean isBiased, int seed)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCEuropeanEngine(GeneralizedBlackScholesProcess process, String traits, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
StulzEngine(GeneralizedBlackScholesProcess process1, GeneralizedBlackScholesProcess process2, double correlation)
WulinYongDoubleBarrierEngine(GeneralizedBlackScholesProcess process)
WulinYongDoubleBarrierEngine(GeneralizedBlackScholesProcess process, int series)