Uses of Class org.quantlib.DefaultProbabilityTermStructureHandle (QuantLib module 1.32.0 API)

Uses of DefaultProbabilityTermStructureHandle in org.quantlib

Subclasses of DefaultProbabilityTermStructureHandle in org.quantlib
Modifier and Type	Class	Description
`class`	`RelinkableDefaultProbabilityTermStructureHandle`

Methods in org.quantlib with parameters of type DefaultProbabilityTermStructureHandle
Modifier and Type	Method	Description
`protected static long`	DefaultProbabilityTermStructureHandle.`getCPtr(DefaultProbabilityTermStructureHandle obj)`
`double`	CdsOption.`impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate)`
`double`	CdsOption.`impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy)`
`double`	CdsOption.`impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations)`
`double`	CdsOption.`impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations, double minVol)`
`double`	CdsOption.`impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations, double minVol, double maxVol)`
`protected static long`	DefaultProbabilityTermStructureHandle.`swigRelease(DefaultProbabilityTermStructureHandle obj)`

Constructors in org.quantlib with parameters of type DefaultProbabilityTermStructureHandle
Constructor	Description
`BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol)`
`IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)`
`IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)`
`IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix)`
`IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias)`
`IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, IsdaCdsEngine.NumericalFix numericalFix, IsdaCdsEngine.AccrualBias accrualBias, IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod)`
`MidPointCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)`
`RiskyBondEngine(DefaultProbabilityTermStructureHandle defaultCurve, double recoveryRate, YieldTermStructureHandle riskFreeCurve)`