Uses of Class
com.github.vonrosen.quantlib._CalibrationHelper.CalibrationErrorType

Uses of _CalibrationHelper.CalibrationErrorType in com.github.vonrosen.quantlib

Fields in com.github.vonrosen.quantlib declared as _CalibrationHelper.CalibrationErrorType

Modifier and Type	Field and Description
static _CalibrationHelper.CalibrationErrorType	CalibrationHelper.ImpliedVolError
static _CalibrationHelper.CalibrationErrorType	_CalibrationHelper.CalibrationErrorType.ImpliedVolError
static _CalibrationHelper.CalibrationErrorType	CalibrationHelper.PriceError
static _CalibrationHelper.CalibrationErrorType	_CalibrationHelper.CalibrationErrorType.PriceError
static _CalibrationHelper.CalibrationErrorType	CalibrationHelper.RelativePriceError
static _CalibrationHelper.CalibrationErrorType	_CalibrationHelper.CalibrationErrorType.RelativePriceError

Methods in com.github.vonrosen.quantlib that return _CalibrationHelper.CalibrationErrorType

Modifier and Type	Method and Description
static _CalibrationHelper.CalibrationErrorType	_CalibrationHelper.CalibrationErrorType.swigToEnum(int swigValue)

Constructors in com.github.vonrosen.quantlib with parameters of type _CalibrationHelper.CalibrationErrorType

Constructor and Description
CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType)
HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, _CalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, _CalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)