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

Uses of ShortRateModel in com.github.vonrosen.quantlib

Subclasses of ShortRateModel in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	BlackKarasinski
class	G2
class	HullWhite
class	Vasicek

Methods in com.github.vonrosen.quantlib that return ShortRateModel

Modifier and Type	Method and Description
ShortRateModel	ShortRateModelHandle.__deref__()

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

Modifier and Type	Method and Description
protected static long	ShortRateModel.getCPtr(ShortRateModel obj)
void	RelinkableShortRateModelHandle.linkTo(ShortRateModel arg0)
static long	QuantLibJNI.new_AnalyticCapFloorEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, YieldTermStructureHandle jarg2_)
static long	QuantLibJNI.new_AnalyticCapFloorEngine__SWIG_1(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.new_G2SwaptionEngine(long jarg1, ShortRateModel jarg1_, double jarg2, long jarg3)
static long	QuantLibJNI.new_JamshidianSwaptionEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, YieldTermStructureHandle jarg2_)
static long	QuantLibJNI.new_JamshidianSwaptionEngine__SWIG_1(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.new_RelinkableShortRateModelHandle__SWIG_0(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.new_ShortRateModelHandle__SWIG_0(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.new_TreeCallableFixedRateBondEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeCallableFixedRateBondEngine__SWIG_1(long jarg1, ShortRateModel jarg1_, long jarg2)
static long	QuantLibJNI.new_TreeCallableFixedRateBondEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeCallableFixedRateBondEngine__SWIG_3(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_)
static long	QuantLibJNI.new_TreeCapFloorEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeCapFloorEngine__SWIG_1(long jarg1, ShortRateModel jarg1_, long jarg2)
static long	QuantLibJNI.new_TreeCapFloorEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeCapFloorEngine__SWIG_3(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_1(long jarg1, ShortRateModel jarg1_, long jarg2)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_3(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_)
static void	QuantLibJNI.RelinkableShortRateModelHandle_linkTo(long jarg1, RelinkableShortRateModelHandle jarg1_, long jarg2, ShortRateModel jarg2_)
static long	QuantLibJNI.ShortRateModel___deref__(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.ShortRateModel_asObservable(long jarg1, ShortRateModel jarg1_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_, long jarg7, BoolVector jarg7_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_1(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_3(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_)
static int	QuantLibJNI.ShortRateModel_endCriteria(long jarg1, ShortRateModel jarg1_)
static boolean	QuantLibJNI.ShortRateModel_isNull(long jarg1, ShortRateModel jarg1_)
static long	QuantLibJNI.ShortRateModel_params(long jarg1, ShortRateModel jarg1_)
static void	QuantLibJNI.ShortRateModel_setParams(long jarg1, ShortRateModel jarg1_, long jarg2, Array jarg2_)
static double	QuantLibJNI.ShortRateModel_value(long jarg1, ShortRateModel jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)

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

Constructor and Description
AnalyticCapFloorEngine(ShortRateModel model)
AnalyticCapFloorEngine(ShortRateModel model, YieldTermStructureHandle termStructure)
G2SwaptionEngine(ShortRateModel model, double range, long intervals)
JamshidianSwaptionEngine(ShortRateModel model)
JamshidianSwaptionEngine(ShortRateModel model, YieldTermStructureHandle termStructure)
RelinkableShortRateModelHandle(ShortRateModel arg0)
ShortRateModelHandle(ShortRateModel arg0)
TreeCallableFixedRateBondEngine(ShortRateModel model, long timeSteps)
TreeCallableFixedRateBondEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)
TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid)
TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)
TreeCapFloorEngine(ShortRateModel model, long timeSteps)
TreeCapFloorEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)
TreeCapFloorEngine(ShortRateModel model, TimeGrid grid)
TreeCapFloorEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)
TreeSwaptionEngine(ShortRateModel model, long timeSteps)
TreeSwaptionEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)
TreeSwaptionEngine(ShortRateModel model, TimeGrid grid)
TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)