Uses of Class
org.quantlib.HullWhite

Uses of HullWhite in org.quantlib

Methods in org.quantlib with parameters of type HullWhite

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

Constructors in org.quantlib with parameters of type HullWhite

Constructor	Description
AnalyticBSMHullWhiteEngine(double equityShortRateCorrelation, GeneralizedBlackScholesProcess arg1, HullWhite arg2)
FdHullWhiteSwaptionEngine(HullWhite model)
FdHullWhiteSwaptionEngine(HullWhite model, long tGrid)
FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid)
FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps)
FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps, double invEps)
FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps, double invEps, FdmSchemeDesc schemeDesc)
FdmAffineHullWhiteModelSwapInnerValue(HullWhite disModel, HullWhite fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
FdmHullWhiteOp(FdmMesher mesher, HullWhite model, long direction)
FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc)
FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)