Uses of Class
org.quantlib.BatesModel
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Uses of BatesModel in org.quantlib
Methods in org.quantlib with parameters of type BatesModel Modifier and Type Method Description protected static longBatesModel. getCPtr(BatesModel obj)Constructors in org.quantlib with parameters of type BatesModel Constructor Description BatesEngine(BatesModel model)BatesEngine(BatesModel model, double relTolerance, long maxEvaluations)BatesEngine(BatesModel model, long integrationOrder)FdBatesVanillaEngine(BatesModel model)FdBatesVanillaEngine(BatesModel model, long tGrid)FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid)FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid)FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
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