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

Uses of QuoteHandleVectorVector in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	QuoteHandleVectorVector.getCPtr(QuoteHandleVectorVector obj)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_0(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_1(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_2(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_3(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_4(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8, long jarg9)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_5(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7, int jarg8)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_6(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_, boolean jarg7)
static long	QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_7(long jarg1, Calendar jarg1_, int jarg2, long jarg3, PeriodVector jarg3_, long jarg4, PeriodVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13, long jarg14)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11)
static long	QuantLibJNI.new_SwaptionVolCube2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8)
static void	QuantLibJNI.QuoteHandleVectorVector_add(long jarg1, QuoteHandleVectorVector jarg1_, long jarg2, QuoteHandleVector jarg2_)
static long	QuantLibJNI.QuoteHandleVectorVector_capacity(long jarg1, QuoteHandleVectorVector jarg1_)
static void	QuantLibJNI.QuoteHandleVectorVector_clear(long jarg1, QuoteHandleVectorVector jarg1_)
static long	QuantLibJNI.QuoteHandleVectorVector_get(long jarg1, QuoteHandleVectorVector jarg1_, int jarg2)
static boolean	QuantLibJNI.QuoteHandleVectorVector_isEmpty(long jarg1, QuoteHandleVectorVector jarg1_)
static void	QuantLibJNI.QuoteHandleVectorVector_reserve(long jarg1, QuoteHandleVectorVector jarg1_, long jarg2)
static void	QuantLibJNI.QuoteHandleVectorVector_set(long jarg1, QuoteHandleVectorVector jarg1_, int jarg2, long jarg3, QuoteHandleVector jarg3_)
static long	QuantLibJNI.QuoteHandleVectorVector_size(long jarg1, QuoteHandleVectorVector jarg1_)

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

Constructor and Description
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)
SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t shifts)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod)
SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit)