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

Uses of Ridder in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
static double	QuantLibJNI.BondFunctions_yieldRidder__SWIG_0(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8, double jarg9)
static double	QuantLibJNI.BondFunctions_yieldRidder__SWIG_1(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_, double jarg8)
static double	QuantLibJNI.BondFunctions_yieldRidder__SWIG_2(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, long jarg7, Date jarg7_)
static double	QuantLibJNI.BondFunctions_yieldRidder__SWIG_3(long jarg1, Ridder jarg1_, long jarg2, Bond jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)
protected static long	Ridder.getCPtr(Ridder obj)
static void	QuantLibJNI.Ridder_setLowerBound(long jarg1, Ridder jarg1_, double jarg2)
static void	QuantLibJNI.Ridder_setMaxEvaluations(long jarg1, Ridder jarg1_, long jarg2)
static void	QuantLibJNI.Ridder_setUpperBound(long jarg1, Ridder jarg1_, double jarg2)
static double	QuantLibJNI.Ridder_solve__SWIG_0(long jarg1, Ridder jarg1_, long jarg2, UnaryFunctionDelegate jarg2_, double jarg3, double jarg4, double jarg5)
static double	QuantLibJNI.Ridder_solve__SWIG_1(long jarg1, Ridder jarg1_, long jarg2, UnaryFunctionDelegate jarg2_, double jarg3, double jarg4, double jarg5, double jarg6)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)
static double	BondFunctions.yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)