| Modifier and Type | Method and Description |
|---|---|
protected static long |
VarianceGammaProcess.getCPtr(VarianceGammaProcess obj) |
static long |
QuantLibJNI.new_FFTVarianceGammaEngine__SWIG_0(long jarg1,
VarianceGammaProcess jarg1_,
double jarg2) |
static long |
QuantLibJNI.new_FFTVarianceGammaEngine__SWIG_1(long jarg1,
VarianceGammaProcess jarg1_) |
static long |
QuantLibJNI.new_VarianceGammaEngine(long jarg1,
VarianceGammaProcess jarg1_) |
| Constructor and Description |
|---|
FFTVarianceGammaEngine(VarianceGammaProcess process) |
FFTVarianceGammaEngine(VarianceGammaProcess process,
double logStrikeSpacing) |
VarianceGammaEngine(VarianceGammaProcess process) |
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