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

Uses of ShortRateModelHandle in com.github.vonrosen.quantlib

Subclasses of ShortRateModelHandle in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	RelinkableShortRateModelHandle

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

Modifier and Type	Method and Description
protected static long	ShortRateModelHandle.getCPtr(ShortRateModelHandle obj)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_4(long jarg1, ShortRateModelHandle jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)
static long	QuantLibJNI.new_TreeSwaptionEngine__SWIG_5(long jarg1, ShortRateModelHandle jarg1_, long jarg2)
static long	QuantLibJNI.ShortRateModelHandle___deref__(long jarg1, ShortRateModelHandle jarg1_)
static long	QuantLibJNI.ShortRateModelHandle_asObservable(long jarg1, ShortRateModelHandle jarg1_)
static void	QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_0(long jarg1, ShortRateModelHandle 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.ShortRateModelHandle_calibrate__SWIG_1(long jarg1, ShortRateModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_2(long jarg1, ShortRateModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_)
static void	QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_3(long jarg1, ShortRateModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_)
static boolean	QuantLibJNI.ShortRateModelHandle_empty(long jarg1, ShortRateModelHandle jarg1_)
static int	QuantLibJNI.ShortRateModelHandle_endCriteria(long jarg1, ShortRateModelHandle jarg1_)
static long	QuantLibJNI.ShortRateModelHandle_params(long jarg1, ShortRateModelHandle jarg1_)
static void	QuantLibJNI.ShortRateModelHandle_setParams(long jarg1, ShortRateModelHandle jarg1_, long jarg2, Array jarg2_)
static double	QuantLibJNI.ShortRateModelHandle_value(long jarg1, ShortRateModelHandle jarg1_, long jarg2, Array jarg2_, long jarg3, CalibrationHelperVector jarg3_)

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

Constructor and Description
TreeSwaptionEngine(ShortRateModelHandle model, long timeSteps)
TreeSwaptionEngine(ShortRateModelHandle model, long timeSteps, YieldTermStructureHandle termStructure)