Uses of Class
org.quantlib.OptionalBool

Uses of OptionalBool in org.quantlib

Methods in org.quantlib with parameters of type OptionalBool

Modifier and Type	Method	Description
protected static long	OptionalBool.getCPtr(OptionalBool obj)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, OptionalBool withIndexedCoupons)
protected static long	OptionalBool.swigRelease(OptionalBool obj)

Constructors in org.quantlib with parameters of type OptionalBool

Constructor	Description
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation, OptionalBool useIndexedCoupon)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, OptionalBool endOfMonth)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration)
MCLDAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration, long seedCalibration)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration)
MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration, long seedCalibration)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod, OptionalBool endOfMonth)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount, OptionalBool withIndexedCoupons)