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

Uses of VanillaOption in com.github.vonrosen.quantlib

Subclasses of VanillaOption in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	EuropeanOption
class	ForwardVanillaOption
class	QuantoForwardVanillaOption
class	QuantoVanillaOption

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

Modifier and Type	Method and Description
protected static long	VanillaOption.getCPtr(VanillaOption obj)
static double	QuantLibJNI.VanillaOption_delta(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_dividendRho(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_gamma(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_0(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6, double jarg7)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_1(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5, double jarg6)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_2(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4, long jarg5)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_3(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_, double jarg4)
static double	QuantLibJNI.VanillaOption_impliedVolatility__SWIG_4(long jarg1, VanillaOption jarg1_, double jarg2, long jarg3, GeneralizedBlackScholesProcess jarg3_)
static long	QuantLibJNI.VanillaOption_priceCurve(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_rho(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_strikeSensitivity(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_theta(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_thetaPerDay(long jarg1, VanillaOption jarg1_)
static double	QuantLibJNI.VanillaOption_vega(long jarg1, VanillaOption jarg1_)