Uses of Class
org.quantlib.Array

Uses of Array in org.quantlib

Methods in org.quantlib that return Array

Modifier and Type	Method	Description
Array	FdmLinearOp.apply(Array r)
Array	FdmLinearOpCompositeDelegate.apply(Array r)
Array	MatrixMultiplicationDelegate.apply(Array x)
Array	TripleBandLinearOp.apply(Array r)
Array	FdmLinearOpComposite.apply_direction(long direction, Array r)
Array	FdmLinearOpCompositeDelegate.apply_direction(long direction, Array r)
Array	FdmLinearOpComposite.apply_mixed(Array r)
Array	FdmLinearOpCompositeDelegate.apply_mixed(Array r)
Array	TridiagonalOperator.applyTo(Array v)
Array	CmsMarketCalibration.compute(EndCriteria endCriteria, OptimizationMethod method, Array guess, boolean isMeanReversionFixed)
Array	StochasticProcess.drift(double t, Array x)
Array	StochasticProcess.evolve(double t0, Array x0, double dt, Array dw)
Array	StochasticProcess.expectation(double t0, Array x0, double dt)
Array	FdmSnapshotCondition.getValues()
Array	SampledCurve.grid()
Array	StochasticProcess.initialValues()
Array	FdmMesher.locations(long direction)
static Array	ChebyshevInterpolation.nodes(long n, ChebyshevInterpolation.PointsType pointsType)
Array	CalibratedModel.params()
Array	CalibratedModelHandle.params()
Array	GridModelLocalVolSurface.params()
Array	Gsr.params()
Array	HestonModelHandle.params()
Array	MarkovFunctional.params()
Array	Parameter.params()
Array	ShortRateModelHandle.params()
Array	FdmLinearOpComposite.preconditioner(Array r, double s)
Array	FdmLinearOpCompositeDelegate.preconditioner(Array r, double dt)
Array	CalibratedModel.problemValues()
Array	CalibratedModelHandle.problemValues()
Array	Gsr.problemValues()
Array	HestonModelHandle.problemValues()
Array	MarkovFunctional.problemValues()
Array	ShortRateModelHandle.problemValues()
Array	Gsr.reversion()
Array	SVD.singularValues()
Array	FittingMethod.solution()
Array	BiCGstab.solve(Array b)
Array	BiCGstab.solve(Array b, Array x0)
Array	GMRES.solve(Array b)
Array	GMRES.solve(Array b, Array x0)
Array	Optimizer.solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, Array iv)
Array	FdmLinearOpComposite.solve_splitting(long direction, Array r, double s)
Array	FdmLinearOpCompositeDelegate.solve_splitting(long direction, Array r, double s)
Array	TripleBandLinearOp.solve_splitting(Array r, double a)
Array	TripleBandLinearOp.solve_splitting(Array r, double a, double b)
Array	TridiagonalOperator.solveFor(Array rhs)
Array	GMRES.solveWithRestart(long restart, Array b)
Array	GMRES.solveWithRestart(long restart, Array b, Array x0)
Array	SampleArray.value()
Array	CostFunctionDelegate.values(Array x)
Array	JavaCostFunction.values(Array x)
Array	SampledCurve.values()
Array	Gsr.volatility()
Array	MarkovFunctional.volatility()
Array	CmsMarket.weightedFwdNpvErrors(Matrix weights)
Array	CmsMarket.weightedSpotNpvErrors(Matrix weights)
Array	CmsMarket.weightedSpreadErrors(Matrix weights)
Array	FittingMethod.weights()
Array	GaussianQuadrature.weights()
Array	GaussianQuadrature.x()

Methods in org.quantlib with parameters of type Array

Modifier and Type	Method	Description
void	MultipleIncrementalStatistics.add(Array value)
void	MultipleIncrementalStatistics.add(Array value, double weight)
void	MultipleStatistics.add(Array value)
void	MultipleStatistics.add(Array value, double weight)
void	SequenceStatistics.add(Array value)
void	SequenceStatistics.add(Array value, double weight)
TripleBandLinearOp	TripleBandLinearOp.add(Array u)
Array	FdmLinearOp.apply(Array r)
Array	FdmLinearOpCompositeDelegate.apply(Array r)
Array	MatrixMultiplicationDelegate.apply(Array x)
Array	TripleBandLinearOp.apply(Array r)
Array	FdmLinearOpComposite.apply_direction(long direction, Array r)
Array	FdmLinearOpCompositeDelegate.apply_direction(long direction, Array r)
Array	FdmLinearOpComposite.apply_mixed(Array r)
Array	FdmLinearOpCompositeDelegate.apply_mixed(Array r)
void	FdmBoundaryCondition.applyAfterApplying(Array arg0)
void	FdmDirichletBoundary.applyAfterApplying(Array arg0)
void	FdmBoundaryCondition.applyAfterSolving(Array arg0)
void	FdmBoundaryCondition.applyBeforeSolving(FdmLinearOp arg0, Array rhs)
void	FdmStepCondition.applyTo(Array a, double t)
void	FdmStepConditionDelegate.applyTo(Array a, double t)
Array	TridiagonalOperator.applyTo(Array v)
void	TripleBandLinearOp.axpyb(Array a, TripleBandLinearOp x, TripleBandLinearOp y, Array b)
Array	CmsMarketCalibration.compute(EndCriteria endCriteria, OptimizationMethod method, Array guess, boolean isMeanReversionFixed)
Matrix	StochasticProcess.covariance(double t0, Array x0, double dt)
Matrix	StochasticProcess.diffusion(double t, Array x)
double	OneFactorAffineModel.discountBond(double now, double maturity, Array factors)
Array	StochasticProcess.drift(double t, Array x)
Array	StochasticProcess.evolve(double t0, Array x0, double dt, Array dw)
Array	StochasticProcess.expectation(double t0, Array x0, double dt)
static Matrix	QuantLib.getCovariance(Array volatilities, Matrix correlations)
protected static long	Array.getCPtr(Array obj)
TripleBandLinearOp	TripleBandLinearOp.mult(Array u)
TripleBandLinearOp	TripleBandLinearOp.multR(Array u)
static Matrix	QuantLib.outerProduct(Array v1, Array v2)
Array	FdmLinearOpComposite.preconditioner(Array r, double s)
Array	FdmLinearOpCompositeDelegate.preconditioner(Array r, double dt)
void	SampledCurve.regrid(Array arg0)
void	FdmBackwardSolver.rollback(Array a, double from, double to, long steps, long dampingSteps)
void	SampledCurve.setGrid(Array arg0)
void	CalibratedModel.setParams(Array params)
void	CalibratedModelHandle.setParams(Array params)
void	Gsr.setParams(Array params)
void	HestonModelHandle.setParams(Array params)
void	MarkovFunctional.setParams(Array params)
void	ShortRateModelHandle.setParams(Array params)
void	SampledCurve.setValues(Array arg0)
Array	BiCGstab.solve(Array b)
Array	BiCGstab.solve(Array b, Array x0)
Array	GMRES.solve(Array b)
Array	GMRES.solve(Array b, Array x0)
Array	Optimizer.solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, Array iv)
Array	FdmLinearOpComposite.solve_splitting(long direction, Array r, double s)
Array	FdmLinearOpCompositeDelegate.solve_splitting(long direction, Array r, double s)
Array	TripleBandLinearOp.solve_splitting(Array r, double a)
Array	TripleBandLinearOp.solve_splitting(Array r, double a, double b)
Array	TridiagonalOperator.solveFor(Array rhs)
Array	GMRES.solveWithRestart(long restart, Array b)
Array	GMRES.solveWithRestart(long restart, Array b, Array x0)
Matrix	StochasticProcess.stdDeviation(double t0, Array x0, double dt)
void	CraigSneydScheme.step(Array a, double t)
void	CrankNicolsonScheme.step(Array a, double t)
void	DouglasScheme.step(Array a, double t)
void	ExplicitEulerScheme.step(Array a, double t)
void	HundsdorferScheme.step(Array a, double t)
void	ImplicitEulerScheme.step(Array a, double t)
void	MethodOfLinesScheme.step(Array a, double t)
void	ModifiedCraigSneydScheme.step(Array a, double t)
protected static long	Array.swigRelease(Array obj)
boolean	Parameter.testParams(Array params)
double	CalibratedModel.value(Array params, CalibrationHelperVector arg1)
double	CalibratedModelHandle.value(Array params, CalibrationHelperVector arg1)
double	CostFunctionDelegate.value(Array x)
double	Gsr.value(Array params, CalibrationHelperVector instruments)
double	HestonModelHandle.value(Array params, CalibrationHelperVector arg1)
double	JavaCostFunction.value(Array x)
double	MarkovFunctional.value(Array params, CalibrationHelperVector instruments)
double	ShortRateModelHandle.value(Array params, CalibrationHelperVector arg1)
Array	CostFunctionDelegate.values(Array x)
Array	JavaCostFunction.values(Array x)

Constructors in org.quantlib with parameters of type Array

Constructor	Description
Array(Array arg0)
AverageBasketPayoff(Payoff p, Array a)
BackwardFlatInterpolation(Array x, Array y)
BicubicSpline(Array x, Array y, Matrix m)
BilinearInterpolation(Array x, Array y, Matrix m)
ChebyshevInterpolation(Array f)
ChebyshevInterpolation(Array f, ChebyshevInterpolation.PointsType pointsType)
ConvexMonotoneInterpolation(Array x, Array y)
ConvexMonotoneInterpolation(Array x, Array y, double quadraticity)
ConvexMonotoneInterpolation(Array x, Array y, double quadraticity, double monotonicity)
ConvexMonotoneInterpolation(Array x, Array y, double quadraticity, double monotonicity, boolean forcePositive)
CubicBSplinesFitting(DoubleVector knotVector, boolean constrainAtZero, Array weights)
CubicNaturalSpline(Array x, Array y)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime, long numCoeffs)
ExponentialSplinesFitting(boolean constrainAtZero, Array weights, Array l2, double minCutoffTime, double maxCutoffTime, long numCoeffs, double fixedKappa)
FdmDupire1dOp(FdmMesher mesher, Array localVolatility)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
ForwardFlatInterpolation(Array x, Array y)
FritschButlandCubic(Array x, Array y)
FritschButlandLogCubic(Array x, Array y)
GsrProcess(Array times, Array vols, Array reversions)
GsrProcess(Array times, Array vols, Array reversions, double T)
KrugerCubic(Array x, Array y)
KrugerLogCubic(Array x, Array y)
LinearInterpolation(Array x, Array y)
LogCubicNaturalSpline(Array x, Array y)
LogLinearInterpolation(Array x, Array y)
LogParabolic(Array x, Array y)
MonotonicCubicNaturalSpline(Array x, Array y)
MonotonicLogCubicNaturalSpline(Array x, Array y)
MonotonicLogParabolic(Array x, Array y)
MonotonicParabolic(Array x, Array y)
NelsonSiegelFitting(Array weights)
NonhomogeneousBoundaryConstraint(Array l, Array u)
Parabolic(Array x, Array y)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod optMethod)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod optMethod, double errorAccept)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod optMethod, double errorAccept, boolean useMaxError)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses)
SABRInterpolation(Array x, Array y, double t, double forward, double alpha, double beta, double nu, double rho, boolean alphaIsFixed, boolean betaIsFixed, boolean nuIsFixed, boolean rhoIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses, double shift)
SampledCurve(Array arg0)
SamplerMirrorGaussian(Array lower, Array upper)
SamplerMirrorGaussian(Array lower, Array upper, long seed)
SvenssonFitting(Array weights)
TridiagonalOperator(Array low, Array mid, Array high)