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

Uses of TimeGrid in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
TimeGrid	PiecewiseTimeDependentHestonModel.timeGrid()

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

Modifier and Type	Method and Description
protected static long	TimeGrid.getCPtr(TimeGrid obj)
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_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_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_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 double	QuantLibJNI.TimeGrid_dt(long jarg1, TimeGrid jarg1_, long jarg2)
static double	QuantLibJNI.TimeGrid_elementAt(long jarg1, TimeGrid jarg1_, long jarg2)
static long	QuantLibJNI.TimeGrid_getSize(long jarg1, TimeGrid jarg1_)

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

Constructor and Description
PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid)
TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid)
TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)
TreeCapFloorEngine(ShortRateModel model, TimeGrid grid)
TreeCapFloorEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)
TreeSwaptionEngine(ShortRateModel model, TimeGrid grid)
TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)