Package org.quantlib
Class AnalyticHestonEngine.ComplexLogFormula
- java.lang.Object
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- org.quantlib.AnalyticHestonEngine.ComplexLogFormula
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- Enclosing class:
- AnalyticHestonEngine
public static final class AnalyticHestonEngine.ComplexLogFormula extends Object
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Field Summary
Fields Modifier and Type Field Description static AnalyticHestonEngine.ComplexLogFormulaAndersenPiterbargstatic AnalyticHestonEngine.ComplexLogFormulaAndersenPiterbargOptCVstatic AnalyticHestonEngine.ComplexLogFormulaAsymptoticChFstatic AnalyticHestonEngine.ComplexLogFormulaBranchCorrectionstatic AnalyticHestonEngine.ComplexLogFormulaGatheralstatic AnalyticHestonEngine.ComplexLogFormulaOptimalCV
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static AnalyticHestonEngine.ComplexLogFormulaswigToEnum(int swigValue)intswigValue()StringtoString()
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Field Detail
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Gatheral
public static final AnalyticHestonEngine.ComplexLogFormula Gatheral
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BranchCorrection
public static final AnalyticHestonEngine.ComplexLogFormula BranchCorrection
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AndersenPiterbarg
public static final AnalyticHestonEngine.ComplexLogFormula AndersenPiterbarg
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AndersenPiterbargOptCV
public static final AnalyticHestonEngine.ComplexLogFormula AndersenPiterbargOptCV
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AsymptoticChF
public static final AnalyticHestonEngine.ComplexLogFormula AsymptoticChF
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OptimalCV
public static final AnalyticHestonEngine.ComplexLogFormula OptimalCV
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Method Detail
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swigValue
public final int swigValue()
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swigToEnum
public static AnalyticHestonEngine.ComplexLogFormula swigToEnum(int swigValue)
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