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

Uses of PiecewiseTimeDependentHestonModel in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	PiecewiseTimeDependentHestonModel.getCPtr(PiecewiseTimeDependentHestonModel obj)
static long	QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_0(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, double jarg2, long jarg3)
static long	QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_1(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, long jarg2)
static long	QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_2(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)
static long	QuantLibJNI.PiecewiseTimeDependentHestonModel_dividendYield(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_kappa(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, double jarg2)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_rho(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, double jarg2)
static long	QuantLibJNI.PiecewiseTimeDependentHestonModel_riskFreeRate(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_s0(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_sigma(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, double jarg2)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_theta(long jarg1, PiecewiseTimeDependentHestonModel jarg1_, double jarg2)
static long	QuantLibJNI.PiecewiseTimeDependentHestonModel_timeGrid(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)
static double	QuantLibJNI.PiecewiseTimeDependentHestonModel_v0(long jarg1, PiecewiseTimeDependentHestonModel jarg1_)

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

Constructor and Description
AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model)
AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, double relTolerance, long maxEvaluations)
AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, long integrationOrder)