Uses of Class
org.quantlib.HestonModel

Uses of HestonModel in org.quantlib

Subclasses of HestonModel in org.quantlib

Modifier and Type	Class	Description
class	BatesModel

Methods in org.quantlib that return HestonModel

Modifier and Type	Method	Description
HestonModel	HestonModelHandle.__deref__()
HestonModel	HestonModelHandle.currentLink()

Methods in org.quantlib with parameters of type HestonModel

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

Constructors in org.quantlib with parameters of type HestonModel

Constructor	Description
AnalyticH1HWEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr)
AnalyticH1HWEngine(HestonModel model, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr, double relTolerance, long maxEvaluations)
AnalyticH1HWEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr, long integrationOrder)
AnalyticHestonEngine(HestonModel model)
AnalyticHestonEngine(HestonModel model, double relTolerance, long maxEvaluations)
AnalyticHestonEngine(HestonModel model, long integrationOrder)
AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg)
AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon)
AnalyticHestonHullWhiteEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel)
AnalyticHestonHullWhiteEngine(HestonModel model, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double relTolerance, long maxEvaluations)
AnalyticHestonHullWhiteEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, long integrationOrder)
COSHestonEngine(HestonModel model)
COSHestonEngine(HestonModel model, double L)
COSHestonEngine(HestonModel model, double L, long N)
ExponentialFittingHestonEngine(HestonModel model)
ExponentialFittingHestonEngine(HestonModel model, ExponentialFittingHestonEngine.ControlVariate cv)
ExponentialFittingHestonEngine(HestonModel model, ExponentialFittingHestonEngine.ControlVariate cv, double scaling)
FdHestonBarrierEngine(HestonModel model)
FdHestonBarrierEngine(HestonModel model, long tGrid)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonDoubleBarrierEngine(HestonModel model)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate, FdmSchemeDesc schemeDesc)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate)
FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate, FdmSchemeDesc schemeDesc)
FdHestonRebateEngine(HestonModel model)
FdHestonRebateEngine(HestonModel model, long tGrid)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonRebateEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonRebateEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonVanillaEngine(HestonModel model)
FdHestonVanillaEngine(HestonModel model, long tGrid)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonVanillaEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
FdHestonVanillaEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
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)
HestonModelHandle(HestonModel arg0)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates)
HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates, double mixingFactor)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates)
HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor)