| Modifier and Type | Class and Description |
|---|---|
class |
RelinkableQuoteHandle |
| Modifier and Type | Method and Description |
|---|---|
QuoteHandle |
QuoteHandleVector.get(int i) |
QuoteHandle |
RateHelper.quote() |
QuoteHandle |
HestonProcess.s0() |
QuoteHandle |
GeneralizedBlackScholesProcess.stateVariable() |
QuoteHandle |
CalibrationHelper.volatility() |
QuoteHandle |
_CalibrationHelper.volatility() |
| Modifier and Type | Method and Description |
|---|---|
void |
QuoteHandleVector.add(QuoteHandle x) |
protected static long |
QuoteHandle.getCPtr(QuoteHandle obj) |
static long |
QuantLibJNI.new_AnalyticHaganPricer(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_BachelierCapFloorEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_BachelierSwaptionEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_BachelierSwaptionEngine__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_BatesProcess(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
QuoteHandle jarg3_,
double jarg4,
double jarg5,
double jarg6,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_BlackCallableFixedRateBondEngine(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_BlackCapFloorEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
BlackVolTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_BlackScholesMertonProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
BlackVolTermStructureHandle jarg4_) |
static long |
QuantLibJNI.new_BlackScholesProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
BlackVolTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_BlackSwaptionEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
double jarg4) |
static long |
QuantLibJNI.new_BlackSwaptionEngine__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_BlackSwaptionEngine__SWIG_2(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_BondHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Bond jarg2_,
boolean jarg3) |
static long |
QuantLibJNI.new_BondHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Bond jarg2_) |
static long |
QuantLibJNI.new_CapHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_CapHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_5(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ContinuousArithmeticAsianLevyEngine(long jarg1,
GeneralizedBlackScholesProcess jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DayCounter jarg9_,
long jarg10,
Schedule jarg10_,
double jarg11) |
static long |
QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DayCounter jarg9_,
long jarg10,
Schedule jarg10_) |
static long |
QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
IborIndex jarg8_,
int jarg9,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_,
long jarg12,
Schedule jarg12_,
double jarg13) |
static long |
QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
IborIndex jarg8_,
int jarg9,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_,
long jarg12,
Schedule jarg12_) |
static long |
QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_0(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
Schedule jarg9_,
double jarg10) |
static long |
QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_1(long jarg1,
Exercise jarg1_,
double jarg2,
long jarg3,
DividendSchedule jarg3_,
long jarg4,
CallabilitySchedule jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
Date jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
Schedule jarg9_) |
static long |
QuantLibJNI.new_DatedOISRateHelper__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_DatedOISRateHelper__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_) |
static long |
QuantLibJNI.new_DeltaVolQuote__SWIG_0(double jarg1,
long jarg2,
QuoteHandle jarg2_,
double jarg3,
int jarg4) |
static long |
QuantLibJNI.new_DeltaVolQuote__SWIG_1(long jarg1,
QuoteHandle jarg1_,
int jarg2,
double jarg3,
int jarg4) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
IborIndex jarg2_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14,
boolean jarg15) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_7(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_8(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_9(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static long |
QuantLibJNI.new_FlatForward__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FlatForward__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_0(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_ForwardSpreadedTermStructure(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_FraRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
long jarg3,
long jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_FraRateHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
long jarg3,
IborIndex jarg3_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
long jarg8,
QuoteHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_10(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
QuoteHandle jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_11(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
QuoteHandle jarg4_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandle jarg5_) |
static long |
QuantLibJNI.new_GarmanKohlagenProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
BlackVolTermStructureHandle jarg4_) |
static long |
QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_,
boolean jarg8,
int jarg9) |
static long |
QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_,
boolean jarg8) |
static long |
QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Gaussian1dFloatFloatSwaptionEngine__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_) |
static long |
QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Gaussian1dNonstandardSwaptionEngine__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
double jarg3,
boolean jarg4,
boolean jarg5,
long jarg6,
QuoteHandle jarg6_) |
static long |
QuantLibJNI.new_GeneralizedBlackScholesProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
BlackVolTermStructureHandle jarg4_) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_HestonProcess(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
QuoteHandle jarg3_,
double jarg4,
double jarg5,
double jarg6,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_LinearTsrPricer__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4) |
static long |
QuantLibJNI.new_LinearTsrPricer__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_LinearTsrPricer__SWIG_2(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_3(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_LocalVolSurface__SWIG_0(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
QuoteHandle jarg4_) |
static long |
QuantLibJNI.new_Merton76Process(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
BlackVolTermStructureHandle jarg4_,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
QuoteHandle jarg6_,
long jarg7,
QuoteHandle jarg7_) |
static long |
QuantLibJNI.new_NumericHaganPricer__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_,
double jarg4,
double jarg5,
double jarg6) |
static long |
QuantLibJNI.new_NumericHaganPricer__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_,
double jarg4,
double jarg5) |
static long |
QuantLibJNI.new_NumericHaganPricer__SWIG_2(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_,
double jarg4) |
static long |
QuantLibJNI.new_NumericHaganPricer__SWIG_3(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_OISRateHelper__SWIG_0(long jarg1,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_OISRateHelper__SWIG_1(long jarg1,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_) |
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.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_SpreadCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_Stock(long jarg1,
QuoteHandle jarg1_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_10(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_11(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_12(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_14(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_15(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_16(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_17(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_18(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_19(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_20(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_21(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_22(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_23(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_24(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_7(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_8(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_9(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_10(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_11(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_12(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_13(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_14(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_15(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_16(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_17(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_3(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_4(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_5(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_6(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_7(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_8(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_9(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_VannaVolgaDoubleBarrierEngine__SWIG_0(long jarg1,
DeltaVolQuoteHandle jarg1_,
long jarg2,
DeltaVolQuoteHandle jarg2_,
long jarg3,
DeltaVolQuoteHandle jarg3_,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
String jarg7,
boolean jarg8,
double jarg9,
int jarg10) |
static long |
QuantLibJNI.new_VannaVolgaDoubleBarrierEngine__SWIG_1(long jarg1,
DeltaVolQuoteHandle jarg1_,
long jarg2,
DeltaVolQuoteHandle jarg2_,
long jarg3,
DeltaVolQuoteHandle jarg3_,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
String jarg7,
boolean jarg8,
double jarg9) |
static long |
QuantLibJNI.new_VannaVolgaDoubleBarrierEngine__SWIG_2(long jarg1,
DeltaVolQuoteHandle jarg1_,
long jarg2,
DeltaVolQuoteHandle jarg2_,
long jarg3,
DeltaVolQuoteHandle jarg3_,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
String jarg7,
boolean jarg8) |
static long |
QuantLibJNI.new_VannaVolgaDoubleBarrierEngine__SWIG_3(long jarg1,
DeltaVolQuoteHandle jarg1_,
long jarg2,
DeltaVolQuoteHandle jarg2_,
long jarg3,
DeltaVolQuoteHandle jarg3_,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
String jarg7) |
static long |
QuantLibJNI.new_VannaVolgaDoubleBarrierEngine__SWIG_4(long jarg1,
DeltaVolQuoteHandle jarg1_,
long jarg2,
DeltaVolQuoteHandle jarg2_,
long jarg3,
DeltaVolQuoteHandle jarg3_,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_) |
static long |
QuantLibJNI.new_VarianceGammaProcess(long jarg1,
QuoteHandle jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_,
double jarg4,
double jarg5,
double jarg6) |
static long |
QuantLibJNI.new_ZeroSpreadedTermStructure__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
int jarg3,
int jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ZeroSpreadedTermStructure__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
int jarg3,
int jarg4) |
static long |
QuantLibJNI.new_ZeroSpreadedTermStructure__SWIG_2(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
int jarg3) |
static long |
QuantLibJNI.new_ZeroSpreadedTermStructure__SWIG_3(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static long |
QuantLibJNI.QuoteHandle___deref__(long jarg1,
QuoteHandle jarg1_) |
static long |
QuantLibJNI.QuoteHandle_asObservable(long jarg1,
QuoteHandle jarg1_) |
static boolean |
QuantLibJNI.QuoteHandle_empty(long jarg1,
QuoteHandle jarg1_) |
static double |
QuantLibJNI.QuoteHandle_value(long jarg1,
QuoteHandle jarg1_) |
static void |
QuantLibJNI.QuoteHandleVector_add(long jarg1,
QuoteHandleVector jarg1_,
long jarg2,
QuoteHandle jarg2_) |
static void |
QuantLibJNI.QuoteHandleVector_set(long jarg1,
QuoteHandleVector jarg1_,
int jarg2,
long jarg3,
QuoteHandle jarg3_) |
void |
QuoteHandleVector.set(int i,
QuoteHandle val) |
| Constructor and Description |
|---|
AnalyticHaganPricer(SwaptionVolatilityStructureHandle v,
GFunctionFactory.YieldCurveModel model,
QuoteHandle meanReversion) |
BachelierCapFloorEngine(YieldTermStructureHandle termStructure,
QuoteHandle vol) |
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol) |
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc) |
BatesProcess(YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
QuoteHandle s0,
double v0,
double kappa,
double theta,
double sigma,
double rho,
double lambda,
double nu,
double delta) |
BlackCallableFixedRateBondEngine(QuoteHandle fwdYieldVol,
YieldTermStructureHandle discountCurve) |
BlackCapFloorEngine(YieldTermStructureHandle termStructure,
QuoteHandle vol) |
BlackConstantVol(Date referenceDate,
Calendar c,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackConstantVol(long settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackProcess(QuoteHandle s0,
YieldTermStructureHandle riskFreeTS,
BlackVolTermStructureHandle volTS) |
BlackScholesMertonProcess(QuoteHandle s0,
YieldTermStructureHandle dividendTS,
YieldTermStructureHandle riskFreeTS,
BlackVolTermStructureHandle volTS) |
BlackScholesProcess(QuoteHandle s0,
YieldTermStructureHandle riskFreeTS,
BlackVolTermStructureHandle volTS) |
BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol) |
BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc) |
BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc,
double displacement) |
BondHelper(QuoteHandle cleanPrice,
Bond bond) |
BondHelper(QuoteHandle cleanPrice,
Bond bond,
boolean useCleanPrice) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure) |
ConstantOptionletVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dayCounter) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process,
QuoteHandle runningAverage,
Date startDate) |
ConvertibleFixedCouponBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
DoubleVector coupons,
DayCounter dayCounter,
Schedule schedule) |
ConvertibleFixedCouponBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
DoubleVector coupons,
DayCounter dayCounter,
Schedule schedule,
double redemption) |
ConvertibleFloatingRateBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
IborIndex index,
int fixingDays,
DoubleVector spreads,
DayCounter dayCounter,
Schedule schedule) |
ConvertibleFloatingRateBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
IborIndex index,
int fixingDays,
DoubleVector spreads,
DayCounter dayCounter,
Schedule schedule,
double redemption) |
ConvertibleZeroCouponBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
DayCounter dayCounter,
Schedule schedule) |
ConvertibleZeroCouponBond(Exercise exercise,
double conversionRatio,
DividendSchedule dividends,
CallabilitySchedule callability,
QuoteHandle creditSpread,
Date issueDate,
int settlementDays,
DayCounter dayCounter,
Schedule schedule,
double redemption) |
DatedOISRateHelper(Date startDate,
Date endDate,
QuoteHandle rate,
OvernightIndex index) |
DatedOISRateHelper(Date startDate,
Date endDate,
QuoteHandle rate,
OvernightIndex index,
YieldTermStructureHandle discountingCurve) |
DeltaVolQuote(double delta,
QuoteHandle vol,
double maturity,
_DeltaVolQuote.DeltaType deltaType) |
DeltaVolQuote(QuoteHandle vol,
_DeltaVolQuote.DeltaType deltaType,
double maturity,
_DeltaVolQuote.AtmType atmType) |
DepositRateHelper(QuoteHandle rate,
IborIndex index) |
DepositRateHelper(QuoteHandle rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth,
boolean useCleanPrice) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatHazardRate(Date todaysDate,
QuoteHandle hazardRate,
DayCounter dayCounter) |
FlatHazardRate(int settlementDays,
Calendar calendar,
QuoteHandle hazardRate,
DayCounter dayCounter) |
ForwardSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle) |
FraRateHelper(QuoteHandle rate,
long monthsToStart,
IborIndex index) |
FraRateHelper(QuoteHandle rate,
long monthsToStart,
long monthsToEnd,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter,
QuoteHandle convexityAdjustment,
Futures.Type type) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
IborIndex index,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
IborIndex index,
QuoteHandle convexityAdjustment,
Futures.Type type) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
QuoteHandle convexityAdjustment,
Futures.Type type) |
GarmanKohlagenProcess(QuoteHandle s0,
YieldTermStructureHandle foreignRiskFreeTS,
YieldTermStructureHandle domesticRiskFreeTS,
BlackVolTermStructureHandle volTS) |
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas) |
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas,
YieldTermStructureHandle discountCurve) |
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas,
YieldTermStructureHandle discountCurve,
boolean includeTodaysExercise,
_Gaussian1dFloatFloatSwaptionEngine.Probabilities probabilities) |
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas,
YieldTermStructureHandle discountCurve,
boolean includeTodaysExercise) |
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas) |
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model,
int integrationPoints,
double stddevs,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation,
QuoteHandle oas,
YieldTermStructureHandle discountCurve) |
GeneralizedBlackScholesProcess(QuoteHandle s0,
YieldTermStructureHandle dividendTS,
YieldTermStructureHandle riskFreeTS,
BlackVolTermStructureHandle volTS) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
_CalibrationHelper.CalibrationErrorType errorType) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield) |
HestonProcess(YieldTermStructureHandle riskFreeTS,
YieldTermStructureHandle dividendTS,
QuoteHandle s0,
double v0,
double kappa,
double theta,
double sigma,
double rho) |
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
QuoteHandle meanReversion) |
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
QuoteHandle meanReversion,
YieldTermStructureHandle couponDiscountCurve) |
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
QuoteHandle meanReversion,
YieldTermStructureHandle couponDiscountCurve,
SWIGTYPE_p_LinearTsrPricer__Settings settings) |
LocalConstantVol(Date referenceDate,
QuoteHandle volatility,
DayCounter dayCounter) |
LocalConstantVol(int settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
LocalVolSurface(BlackVolTermStructureHandle blackTS,
YieldTermStructureHandle riskFreeTS,
YieldTermStructureHandle dividendTS,
QuoteHandle underlying) |
Merton76Process(QuoteHandle stateVariable,
YieldTermStructureHandle dividendTS,
YieldTermStructureHandle riskFreeTS,
BlackVolTermStructureHandle volTS,
QuoteHandle jumpIntensity,
QuoteHandle meanLogJump,
QuoteHandle jumpVolatility) |
NumericHaganPricer(SwaptionVolatilityStructureHandle v,
GFunctionFactory.YieldCurveModel model,
QuoteHandle meanReversion) |
NumericHaganPricer(SwaptionVolatilityStructureHandle v,
GFunctionFactory.YieldCurveModel model,
QuoteHandle meanReversion,
double lowerLimit) |
NumericHaganPricer(SwaptionVolatilityStructureHandle v,
GFunctionFactory.YieldCurveModel model,
QuoteHandle meanReversion,
double lowerLimit,
double upperLimit) |
NumericHaganPricer(SwaptionVolatilityStructureHandle v,
GFunctionFactory.YieldCurveModel model,
QuoteHandle meanReversion,
double lowerLimit,
double upperLimit,
double precision) |
OISRateHelper(long settlementDays,
Period tenor,
QuoteHandle rate,
OvernightIndex index) |
OISRateHelper(long settlementDays,
Period tenor,
QuoteHandle rate,
OvernightIndex index,
YieldTermStructureHandle discountingCurve) |
PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
QuoteHandle s0,
double v0,
Parameter theta,
Parameter kappa,
Parameter sigma,
Parameter rho,
TimeGrid timeGrid) |
QuantoEuropeanEngine(GeneralizedBlackScholesProcess process,
YieldTermStructureHandle foreignRiskFreeRate,
BlackVolTermStructureHandle exchangeRateVolatility,
QuoteHandle correlation) |
QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process,
YieldTermStructureHandle foreignRiskFreeRate,
BlackVolTermStructureHandle exchangeRateVolatility,
QuoteHandle correlation) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
Stock(QuoteHandle quote) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar,
Date customPillarDate) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar,
Date customPillarDate) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol,
DeltaVolQuoteHandle vol25Put,
DeltaVolQuoteHandle vol25Call,
QuoteHandle spotFX,
YieldTermStructureHandle domesticTS,
YieldTermStructureHandle foreignTS) |
VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol,
DeltaVolQuoteHandle vol25Put,
DeltaVolQuoteHandle vol25Call,
QuoteHandle spotFX,
YieldTermStructureHandle domesticTS,
YieldTermStructureHandle foreignTS,
String type) |
VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol,
DeltaVolQuoteHandle vol25Put,
DeltaVolQuoteHandle vol25Call,
QuoteHandle spotFX,
YieldTermStructureHandle domesticTS,
YieldTermStructureHandle foreignTS,
String type,
boolean adaptVanDelta) |
VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol,
DeltaVolQuoteHandle vol25Put,
DeltaVolQuoteHandle vol25Call,
QuoteHandle spotFX,
YieldTermStructureHandle domesticTS,
YieldTermStructureHandle foreignTS,
String type,
boolean adaptVanDelta,
double bsPriceWithSmile) |
VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol,
DeltaVolQuoteHandle vol25Put,
DeltaVolQuoteHandle vol25Call,
QuoteHandle spotFX,
YieldTermStructureHandle domesticTS,
YieldTermStructureHandle foreignTS,
String type,
boolean adaptVanDelta,
double bsPriceWithSmile,
int series) |
VarianceGammaProcess(QuoteHandle s0,
YieldTermStructureHandle dividendYield,
YieldTermStructureHandle riskFreeRate,
double sigma,
double nu,
double theta) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp,
Frequency freq) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp,
Frequency freq,
DayCounter dc) |
Copyright © 2017. All rights reserved.