Uses of Class
org.quantlib.GJRGARCHProcess

Uses of GJRGARCHProcess in org.quantlib

Methods in org.quantlib with parameters of type GJRGARCHProcess

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

Constructors in org.quantlib with parameters of type GJRGARCHProcess

Constructor	Description
GJRGARCHModel(GJRGARCHProcess process)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)