Uses of Class
org.quantlib.BlackVolTermStructureHandle

Uses of BlackVolTermStructureHandle in org.quantlib

Subclasses of BlackVolTermStructureHandle in org.quantlib

Modifier and Type	Class	Description
class	RelinkableBlackVolTermStructureHandle

Methods in org.quantlib that return BlackVolTermStructureHandle

Modifier and Type	Method	Description
BlackVolTermStructureHandle	GeneralizedBlackScholesProcess.blackVolatility()

Methods in org.quantlib with parameters of type BlackVolTermStructureHandle

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

Constructors in org.quantlib with parameters of type BlackVolTermStructureHandle

Constructor	Description
BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesMertonProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
EquityQuantoCashFlowPricer(YieldTermStructureHandle quantoCurrencyTermStructure, BlackVolTermStructureHandle equityVolatility, BlackVolTermStructureHandle fxVolatility, QuoteHandle correlation)
GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS)
GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS)
LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying)
LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)
Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)
NoExceptLocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying, double illegalLocalVolOverwrite)
NoExceptLocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying, double illegalLocalVolOverwrite)
QuantoBarrierEngine(GeneralizedBlackScholesProcess arg0, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoTermStructure(YieldTermStructureHandle underlyingDividendTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle foreignRiskFreeTS, BlackVolTermStructureHandle underlyingBlackVolTS, double strike, BlackVolTermStructureHandle exchRateBlackVolTS, double exchRateATMlevel, double underlyingExchRateCorrelation)