Uses of Class
org.quantlib.AnalyticHestonEngine_Integration

Uses of AnalyticHestonEngine_Integration in org.quantlib

Methods in org.quantlib that return AnalyticHestonEngine_Integration

Modifier and Type	Method	Description
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.discreteSimpson()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.discreteSimpson(long evaluation)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.discreteTrapezoid()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.discreteTrapezoid(long evaluation)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussChebyshev()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussChebyshev(long integrationOrder)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussChebyshev2nd()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussChebyshev2nd(long integrationOrder)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussKronrod(double absTolerance)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussKronrod(double absTolerance, long maxEvaluations)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLaguerre()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLaguerre(long integrationOrder)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLegendre()
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLegendre(long integrationOrder)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLobatto(double relTolerance, double absTolerance)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.gaussLobatto(double relTolerance, double absTolerance, long maxEvaluations)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.simpson(double absTolerance)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.simpson(double absTolerance, long maxEvaluations)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.trapezoid(double absTolerance)
static AnalyticHestonEngine_Integration	AnalyticHestonEngine_Integration.trapezoid(double absTolerance, long maxEvaluations)

Methods in org.quantlib with parameters of type AnalyticHestonEngine_Integration

Modifier and Type	Method	Description
protected static long	AnalyticHestonEngine_Integration.getCPtr(AnalyticHestonEngine_Integration obj)
protected static long	AnalyticHestonEngine_Integration.swigRelease(AnalyticHestonEngine_Integration obj)

Constructors in org.quantlib with parameters of type AnalyticHestonEngine_Integration

Constructor	Description
AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg)
AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon)
AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, AnalyticPTDHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg)
AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, AnalyticPTDHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon)
HestonBlackVolSurface(HestonModelHandle hestonModel, AnalyticHestonEngine.ComplexLogFormula cpxLogFormula, AnalyticHestonEngine_Integration integration)