Uses of Class
org.quantlib.DividendSchedule

Uses of DividendSchedule in org.quantlib

Methods in org.quantlib with parameters of type DividendSchedule

Modifier and Type	Method	Description
protected static long	DividendSchedule.getCPtr(DividendSchedule obj)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)
double	BarrierOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)
double	VanillaOption.impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)
protected static long	DividendSchedule.swigRelease(DividendSchedule obj)
static FdmStepConditionComposite	FdmStepConditionComposite.vanillaComposite(DividendSchedule schedule, Exercise exercise, FdmMesher mesher, FdmInnerValueCalculator calculator, Date refDate, DayCounter dayCounter)

Constructors in org.quantlib with parameters of type DividendSchedule

Constructor	Description
AnalyticDividendEuropeanEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
BinomialCRRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialEQPConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialJ4ConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialJRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialLRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialTianConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialTrigeorgisConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
DividendSchedule(DividendSchedule other)
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)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate, FdmSchemeDesc schemeDesc)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule)
FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper)
FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper, double spotAdjustment)
FdmDividendHandler(DividendSchedule schedule, FdmMesher mesher, Date referenceDate, DayCounter dayCounter, long equityDirection)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon)
FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon, FdmSchemeDesc schemeDesc)