Uses of Class
org.quantlib.G2

Uses of G2 in org.quantlib

Methods in org.quantlib with parameters of type G2

Modifier and Type	Method	Description
protected static long	G2.getCPtr(G2 obj)

Constructors in org.quantlib with parameters of type G2

Constructor	Description
FdG2SwaptionEngine(G2 model)
FdG2SwaptionEngine(G2 model, long tGrid)
FdG2SwaptionEngine(G2 model, long tGrid, long xGrid)
FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid)
FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps)
FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps)
FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps, FdmSchemeDesc schemeDesc)
FdmAffineG2ModelSwapInnerValue(G2 disModel, G2 fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
FdmG2Op(FdmMesher mesher, G2 model, long direction1, long direction2)
FdmG2Solver(G2 model, FdmSolverDesc solverDesc)
FdmG2Solver(G2 model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
G2SwaptionEngine(G2 model, double range, long intervals)