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

Uses of Payoff in com.github.vonrosen.quantlib

Subclasses of Payoff in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	AssetOrNothingPayoff
class	AverageBasketPayoff
class	BasketPayoff
class	CashOrNothingPayoff
class	GapPayoff
class	MaxBasketPayoff
class	MinBasketPayoff
class	PercentageStrikePayoff
class	PlainVanillaPayoff
class	SuperSharePayoff

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

Modifier and Type	Method and Description
protected static long	Payoff.getCPtr(Payoff obj)
static long	QuantLibJNI.new_AverageBasketPayoff__SWIG_0(long jarg1, Payoff jarg1_, long jarg2, Array jarg2_)
static long	QuantLibJNI.new_AverageBasketPayoff__SWIG_1(long jarg1, Payoff jarg1_, long jarg2)
static long	QuantLibJNI.new_BarrierOption(int jarg1, double jarg2, double jarg3, long jarg4, Payoff jarg4_, long jarg5, Exercise jarg5_)
static long	QuantLibJNI.new_BasketOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_BlackCalculator__SWIG_0(long jarg1, Payoff jarg1_, double jarg2, double jarg3, double jarg4)
static long	QuantLibJNI.new_BlackCalculator__SWIG_1(long jarg1, Payoff jarg1_, double jarg2, double jarg3)
static long	QuantLibJNI.new_ContinuousAveragingAsianOption(int jarg1, long jarg2, Payoff jarg2_, long jarg3, Exercise jarg3_)
static long	QuantLibJNI.new_DiscreteAveragingAsianOption(int jarg1, double jarg2, long jarg3, long jarg4, DateVector jarg4_, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_DividendVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_)
static long	QuantLibJNI.new_DoubleBarrierOption(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_EuropeanOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_ForwardVanillaOption(double jarg1, long jarg2, Date jarg2_, long jarg3, Payoff jarg3_, long jarg4, Exercise jarg4_)
static long	QuantLibJNI.new_MaxBasketPayoff(long jarg1, Payoff jarg1_)
static long	QuantLibJNI.new_MinBasketPayoff(long jarg1, Payoff jarg1_)
static long	QuantLibJNI.new_QuantoDoubleBarrierOption(int jarg1, double jarg2, double jarg3, double jarg4, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_QuantoForwardVanillaOption(double jarg1, long jarg2, Date jarg2_, long jarg3, Payoff jarg3_, long jarg4, Exercise jarg4_)
static long	QuantLibJNI.new_QuantoVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.new_VanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_)
static long	QuantLibJNI.Payoff___deref__(long jarg1, Payoff jarg1_)
static double	QuantLibJNI.Payoff_getValue(long jarg1, Payoff jarg1_, double jarg2)
static boolean	QuantLibJNI.Payoff_isNull(long jarg1, Payoff jarg1_)

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

Constructor and Description
AverageBasketPayoff(Payoff p, Array a)
AverageBasketPayoff(Payoff p, long n)
BarrierOption(Barrier.Type barrierType, double barrier, double rebate, Payoff payoff, Exercise exercise)
BasketOption(Payoff payoff, Exercise exercise)
BlackCalculator(Payoff payoff, double forward, double stdDev)
BlackCalculator(Payoff payoff, double forward, double stdDev, double discount)
ContinuousAveragingAsianOption(Average.Type averageType, Payoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise)
DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise)
EuropeanOption(Payoff payoff, Exercise exercise)
ForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
MaxBasketPayoff(Payoff p)
MinBasketPayoff(Payoff p)
QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, Payoff payoff, Exercise exercise)
QuantoForwardVanillaOption(double moneyness, Date resetDate, Payoff payoff, Exercise exercise)
QuantoVanillaOption(Payoff payoff, Exercise exercise)
VanillaOption(Payoff payoff, Exercise exercise)