Uses of Class
org.quantlib.FdmQuantoHelper

Uses of FdmQuantoHelper in org.quantlib

Methods in org.quantlib with parameters of type FdmQuantoHelper

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

Constructors in org.quantlib with parameters of type FdmQuantoHelper

Constructor	Description
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)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
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)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonVanillaEngine(HestonModel model, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdmBatesOp(FdmMesher mesher, BatesProcess batesProcess, FdmBoundaryConditionSet bcSet, long integroIntegrationOrder, FdmQuantoHelper quantoHelper)
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)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction, FdmQuantoHelper quantoHelper)
FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper)
FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct)