Uses of Class
org.quantlib.FdmSquareRootFwdOp.TransformationType

Uses of FdmSquareRootFwdOp.TransformationType in org.quantlib

Fields in org.quantlib declared as FdmSquareRootFwdOp.TransformationType

Modifier and Type	Field	Description
static FdmSquareRootFwdOp.TransformationType	FdmSquareRootFwdOp.TransformationType.Log
static FdmSquareRootFwdOp.TransformationType	FdmSquareRootFwdOp.TransformationType.Plain
static FdmSquareRootFwdOp.TransformationType	FdmSquareRootFwdOp.TransformationType.Power

Methods in org.quantlib that return FdmSquareRootFwdOp.TransformationType

Modifier and Type	Method	Description
static FdmSquareRootFwdOp.TransformationType	FdmSquareRootFwdOp.TransformationType.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type FdmSquareRootFwdOp.TransformationType

Constructor	Description
FdmHestonFwdOp(FdmMesher mesher, HestonProcess process, FdmSquareRootFwdOp.TransformationType type)
FdmHestonFwdOp(FdmMesher mesher, HestonProcess process, FdmSquareRootFwdOp.TransformationType type, LocalVolTermStructure leverageFct)
FdmSquareRootFwdOp(FdmMesher mesher, double kappa, double theta, double sigma, long direction, FdmSquareRootFwdOp.TransformationType type)
HestonSLVFokkerPlanckFdmParams(long xGrid, long vGrid, long tMaxStepsPerYear, long tMinStepsPerYear, double tStepNumberDecay, long nRannacherTimeSteps, long predictionCorretionSteps, double x0Density, double localVolEpsProb, long maxIntegrationIterations, double vLowerEps, double vUpperEps, double vMin, double v0Density, double vLowerBoundDensity, double vUpperBoundDensity, double leverageFctPropEps, FdmHestonGreensFct.Algorithm greensAlgorithm, FdmSquareRootFwdOp.TransformationType trafoType, FdmSchemeDesc schemeDesc)