| Modifier and Type | Class and Description |
|---|---|
class |
ConstantParameter |
class |
NullParameter |
class |
PiecewiseConstantParameter |
| Modifier and Type | Method and Description |
|---|---|
protected static long |
Parameter.getCPtr(Parameter obj) |
static long |
QuantLibJNI.new_PiecewiseTimeDependentHestonModel(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
QuoteHandle jarg3_,
double jarg4,
long jarg5,
Parameter jarg5_,
long jarg6,
Parameter jarg6_,
long jarg7,
Parameter jarg7_,
long jarg8,
Parameter jarg8_,
long jarg9,
TimeGrid jarg9_) |
static long |
QuantLibJNI.Parameter_constraint(long jarg1,
Parameter jarg1_) |
static double |
QuantLibJNI.Parameter_getValue(long jarg1,
Parameter jarg1_,
double jarg2) |
static long |
QuantLibJNI.Parameter_params(long jarg1,
Parameter jarg1_) |
static void |
QuantLibJNI.Parameter_setParam(long jarg1,
Parameter jarg1_,
long jarg2,
double jarg3) |
static long |
QuantLibJNI.Parameter_size(long jarg1,
Parameter jarg1_) |
static boolean |
QuantLibJNI.Parameter_testParams(long jarg1,
Parameter jarg1_,
long jarg2,
Array jarg2_) |
| Constructor and Description |
|---|
PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
QuoteHandle s0,
double v0,
Parameter theta,
Parameter kappa,
Parameter sigma,
Parameter rho,
TimeGrid timeGrid) |
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