Uses of Class
org.quantlib.AndreasenHugeVolatilityInterpl.InterpolationType

Uses of AndreasenHugeVolatilityInterpl.InterpolationType in org.quantlib

Fields in org.quantlib declared as AndreasenHugeVolatilityInterpl.InterpolationType

Modifier and Type	Field	Description
static AndreasenHugeVolatilityInterpl.InterpolationType	AndreasenHugeVolatilityInterpl.InterpolationType.CubicSpline
static AndreasenHugeVolatilityInterpl.InterpolationType	AndreasenHugeVolatilityInterpl.InterpolationType.Linear
static AndreasenHugeVolatilityInterpl.InterpolationType	AndreasenHugeVolatilityInterpl.InterpolationType.PiecewiseConstant

Methods in org.quantlib that return AndreasenHugeVolatilityInterpl.InterpolationType

Modifier and Type	Method	Description
static AndreasenHugeVolatilityInterpl.InterpolationType	AndreasenHugeVolatilityInterpl.InterpolationType.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type AndreasenHugeVolatilityInterpl.InterpolationType

Constructor	Description
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod, EndCriteria endCriteria)