Uses of Class
org.quantlib.ExtOUWithJumpsProcess

Uses of ExtOUWithJumpsProcess in org.quantlib

Methods in org.quantlib with parameters of type ExtOUWithJumpsProcess

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

Constructors in org.quantlib with parameters of type ExtOUWithJumpsProcess

Constructor	Description
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS)
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid)
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid)
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid)
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape)
FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape, FdmSchemeDesc schemeDesc)
KlugeExtOUProcess(double rho, ExtOUWithJumpsProcess kluge, ExtendedOrnsteinUhlenbeckProcess extOU)