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

Uses of Matrix in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
Matrix	OptionletStripper1.capFloorPrices()
Matrix	OptionletStripper1.capFloorVolatilities()
Matrix	SequenceStatistics.correlation()
Matrix	MultipleStatistics.correlation()
Matrix	MultipleIncrementalStatistics.correlation()
Matrix	SequenceStatistics.covariance()
Matrix	MultipleStatistics.covariance()
Matrix	MultipleIncrementalStatistics.covariance()
Matrix	StochasticProcess.covariance(double t0, Array x0, double dt)
Matrix	StochasticProcess.diffusion(double t, Array x)
static Matrix	QuantLib.getCovariance(Array volatilities, Matrix correlations)
Matrix	OptionletStripper1.optionletPrices()
static Matrix	QuantLib.outerProduct(Array v1, Array v2)
static Matrix	QuantLib.pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a)
Matrix	SVD.S()
Matrix	StochasticProcess.stdDeviation(double t0, Array x0, double dt)
static Matrix	QuantLib.transpose(Matrix m)
Matrix	SVD.U()
Matrix	SVD.V()

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

Modifier and Type	Method and Description
static Matrix	QuantLib.getCovariance(Array volatilities, Matrix correlations)
static long	QuantLibJNI.getCovariance(long jarg1, Array jarg1_, long jarg2, Matrix jarg2_)
protected static long	Matrix.getCPtr(Matrix obj)
static long	QuantLibJNI.Matrix_columns(long jarg1, Matrix jarg1_)
static double	QuantLibJNI.Matrix_get(long jarg1, Matrix jarg1_, long jarg2, long jarg3)
static long	QuantLibJNI.Matrix_rows(long jarg1, Matrix jarg1_)
static void	QuantLibJNI.Matrix_set(long jarg1, Matrix jarg1_, long jarg2, long jarg3, double jarg4)
static String	QuantLibJNI.Matrix_toString(long jarg1, Matrix jarg1_)
static long	QuantLibJNI.new_BicubicSpline(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Matrix jarg3_)
static long	QuantLibJNI.new_BilinearInterpolation(long jarg1, Array jarg1_, long jarg2, Array jarg2_, long jarg3, Matrix jarg3_)
static long	QuantLibJNI.new_BlackVarianceSurface__SWIG_0(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, int jarg7, int jarg8, String jarg9)
static long	QuantLibJNI.new_BlackVarianceSurface__SWIG_1(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, int jarg7, int jarg8)
static long	QuantLibJNI.new_BlackVarianceSurface__SWIG_2(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, int jarg7)
static long	QuantLibJNI.new_BlackVarianceSurface__SWIG_3(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_4(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_5(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_6(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_7(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_Matrix__SWIG_3(long jarg1, Matrix jarg1_)
static long	QuantLibJNI.new_StochasticProcessArray(long jarg1, StochasticProcessVector jarg1_, long jarg2, Matrix jarg2_)
static long	QuantLibJNI.new_SVD(long jarg1, Matrix jarg1_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_0(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6, int jarg7, long jarg8, Matrix jarg8_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_1(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6, int jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_10(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_11(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_2(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_, boolean jarg6)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_3(long jarg1, Date jarg1_, long jarg2, DateVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, Matrix jarg4_, long jarg5, DayCounter jarg5_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_8(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8, long jarg9, Matrix jarg9_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_9(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, Matrix jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8)
static long	QuantLibJNI.pseudoSqrt(long jarg1, Matrix jarg1_, int jarg2)
static Matrix	QuantLib.pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a)
static long	QuantLibJNI.transpose(long jarg1, Matrix jarg1_)
static Matrix	QuantLib.transpose(Matrix m)

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

Constructor and Description
BicubicSpline(Array x, Array y, Matrix m)
BilinearInterpolation(Array x, Array y, Matrix m)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower, _BlackVarianceSurface.Extrapolation upper)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower, _BlackVarianceSurface.Extrapolation upper, String interpolator)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower)
BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
Matrix(Matrix arg0)
StochasticProcessArray(StochasticProcessVector array, Matrix correlation)
SVD(Matrix arg0)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)