Uses of Class
org.quantlib.LinearTsrPricerSettings

Uses of LinearTsrPricerSettings in org.quantlib

Methods in org.quantlib that return LinearTsrPricerSettings

Modifier and Type	Method	Description
LinearTsrPricerSettings	LinearTsrPricerSettings.withBSStdDevs()
LinearTsrPricerSettings	LinearTsrPricerSettings.withBSStdDevs(double stdDevs)
LinearTsrPricerSettings	LinearTsrPricerSettings.withBSStdDevs(double stdDevs, double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	LinearTsrPricerSettings.withPriceThreshold()
LinearTsrPricerSettings	LinearTsrPricerSettings.withPriceThreshold(double priceThreshold)
LinearTsrPricerSettings	LinearTsrPricerSettings.withPriceThreshold(double priceThreshold, double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	LinearTsrPricerSettings.withRateBound()
LinearTsrPricerSettings	LinearTsrPricerSettings.withRateBound(double lowerRateBound)
LinearTsrPricerSettings	LinearTsrPricerSettings.withRateBound(double lowerRateBound, double upperRateBound)
LinearTsrPricerSettings	LinearTsrPricerSettings.withVegaRatio()
LinearTsrPricerSettings	LinearTsrPricerSettings.withVegaRatio(double vegaRatio)
LinearTsrPricerSettings	LinearTsrPricerSettings.withVegaRatio(double vegaRatio, double lowerRateBound, double upperRateBound)

Methods in org.quantlib with parameters of type LinearTsrPricerSettings

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

Constructors in org.quantlib with parameters of type LinearTsrPricerSettings

Constructor	Description
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, LinearTsrPricerSettings settings)