Uses of Class
org.quantlib.QuoteHandle

Uses of QuoteHandle in org.quantlib

Subclasses of QuoteHandle in org.quantlib

Modifier and Type	Class	Description
class	RelinkableQuoteHandle

Methods in org.quantlib that return QuoteHandle

Modifier and Type	Method	Description
QuoteHandle	CmsSpreadCouponPricer.correlation()
QuoteHandle	QuoteHandleVector.get(int index)
QuoteHandle	DefaultProbabilityHelper.quote()
QuoteHandle	RateHelper.quote()
QuoteHandle	YoYHelper.quote()
QuoteHandle	YoYOptionHelper.quote()
QuoteHandle	ZeroHelper.quote()
QuoteHandle	QuoteHandleVector.remove(int index)
QuoteHandle	GJRGARCHProcess.s0()
QuoteHandle	HestonProcess.s0()
QuoteHandle	QuoteHandleVector.set(int index, QuoteHandle e)
QuoteHandle	EquityIndex.spot()
QuoteHandle	GeneralizedBlackScholesProcess.stateVariable()
QuoteHandle	BlackCalibrationHelper.volatility()
QuoteHandle	BlackCdsOptionEngine.volatility()

Methods in org.quantlib with parameters of type QuoteHandle

Modifier and Type	Method	Description
void	QuoteHandleVector.add(int index, QuoteHandle e)
boolean	QuoteHandleVector.add(QuoteHandle e)
EquityIndex	EquityIndex.clone(YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot)
protected static long	QuoteHandle.getCPtr(QuoteHandle obj)
static GeneralizedBlackScholesProcess	FdmBlackScholesMesher.processHelper(QuoteHandle s0, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, double vol)
QuoteHandle	QuoteHandleVector.set(int index, QuoteHandle e)
void	CmsSpreadCouponPricer.setCorrelation(QuoteHandle correlation)
protected static long	QuoteHandle.swigRelease(QuoteHandle obj)

Constructors in org.quantlib with parameters of type QuoteHandle

Constructor	Description
AnalyticHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod)
AndreasenHugeVolatilityInterpl(CalibrationSet calibrationSet, QuoteHandle spot, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, AndreasenHugeVolatilityInterpl.InterpolationType interpolationType, AndreasenHugeVolatilityInterpl.CalibrationType calibrationType, long nGridPoints, double minStrike, double maxStrike, OptimizationMethod optimizationMethod, EndCriteria endCriteria)
ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread)
ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed)
ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility)
ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox)
ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox, YieldTermStructureHandle discountingCurve)
BachelierCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)
BatesProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho, double lambda, double nu, double delta)
BinomialCRRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialCRRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialEQPConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialEQPConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialJ4ConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialJ4ConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialJRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialJRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialLRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialLRConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialTianConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialTianConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BinomialTrigeorgisConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread)
BinomialTrigeorgisConvertibleEngine(GeneralizedBlackScholesProcess arg0, long steps, QuoteHandle creditSpread, DividendSchedule dividends)
BlackCallableFixedRateBondEngine(QuoteHandle fwdYieldVol, YieldTermStructureHandle discountCurve)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc)
BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol, DayCounter dc, double displacement)
BlackCdsOptionEngine(DefaultProbabilityTermStructureHandle arg0, double recoveryRate, YieldTermStructureHandle termStructure, QuoteHandle vol)
BlackConstantVol(long settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
BlackConstantVol(Date referenceDate, Calendar c, QuoteHandle volatility, DayCounter dayCounter)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation)
BlackIborCouponPricer(OptionletVolatilityStructureHandle v, BlackIborCouponPricer.TimingAdjustment timingAdjustment, QuoteHandle correlation, OptionalBool useIndexedCoupon)
BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesMertonProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)
BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)
BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement)
BondHelper(QuoteHandle cleanPrice, Bond bond)
BondHelper(QuoteHandle cleanPrice, Bond bond, BondPrice.Type priceType)
CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure)
CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type)
CapHelper(Period length, QuoteHandle volatility, IborIndex index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, boolean includeFirstSwaplet, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, VolatilityType type, double shift)
ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)
ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type)
ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type)
ConstantSwaptionVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dc, VolatilityType type, double shift)
ConstNotionalCrossCurrencyBasisSwapRateHelper(QuoteHandle basis, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, IborIndex baseCurrencyIndex, IborIndex quoteCurrencyIndex, YieldTermStructureHandle collateralCurve, boolean isFxBaseCurrencyCollateralCurrency, boolean isBasisOnFxBaseCurrencyLeg)
ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate)
CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator)
CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc)
CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type)
CubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Cubic interpolator, DayCounter dc, VolatilityType type, double shift)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type)
CubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Cubic interpolator, Date referenceDate, VolatilityType type, double shift)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)
DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)
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)
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)
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)
DeltaVolQuote(double delta, QuoteHandle vol, double maturity, DeltaVolQuote.DeltaType deltaType)
DeltaVolQuote(QuoteHandle vol, DeltaVolQuote.DeltaType deltaType, double maturity, DeltaVolQuote.AtmType atmType)
DepositRateHelper(QuoteHandle rate, IborIndex index)
DepositRateHelper(QuoteHandle rate, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot)
EquityQuantoCashFlowPricer(YieldTermStructureHandle quantoCurrencyTermStructure, BlackVolTermStructureHandle equityVolatility, BlackVolTermStructureHandle fxVolatility, QuoteHandle correlation)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, BondPrice.Type priceType)
FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter)
FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)
FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)
FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
FlatHazardRate(int settlementDays, Calendar calendar, QuoteHandle hazardRate, DayCounter dayCounter)
FlatHazardRate(Date todaysDate, QuoteHandle hazardRate, DayCounter dayCounter)
ForwardSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment)
FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type)
FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle collateralCurve)
FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle collateralCurve, Calendar tradingCalendar)
GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise)
Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise, Gaussian1dFloatFloatSwaptionEngine.Probabilities probabilities)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)
Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, Gaussian1dNonstandardSwaptionEngine.Probabilities probabilities)
GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS)
GJRGARCHProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double omega, double alpha, double beta, double gamma, double lambda)
GJRGARCHProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double omega, double alpha, double beta, double gamma, double lambda, double daysPerYear)
GJRGARCHProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double omega, double alpha, double beta, double gamma, double lambda, double daysPerYear, GJRGARCHProcess.Discretization d)
HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield)
HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, BlackCalibrationHelper.CalibrationErrorType errorType)
HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho)
HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho, HestonProcess.Discretization d)
IborIborBasisSwapRateHelper(QuoteHandle basis, Period tenor, long settlementDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, IborIndex baseIndex, IborIndex otherIndex, YieldTermStructureHandle discountHandle, boolean bootstrapBaseCurve)
KirkSpreadOptionEngine(BlackProcess process1, BlackProcess process2, QuoteHandle correlation)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve)
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, LinearTsrPricerSettings settings)
LocalConstantVol(int settlementDays, Calendar calendar, QuoteHandle volatility, DayCounter dayCounter)
LocalConstantVol(Date referenceDate, QuoteHandle volatility, DayCounter dayCounter)
LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType, double shift1)
LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType, double shift1, double shift2)
Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)
MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator)
MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc)
MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type)
MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type)
MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift)
MtMCrossCurrencyBasisSwapRateHelper(QuoteHandle basis, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, IborIndex baseCurrencyIndex, IborIndex quoteCurrencyIndex, YieldTermStructureHandle collateralCurve, boolean isFxBaseCurrencyCollateralCurrency, boolean isBasisOnFxBaseCurrencyLeg, boolean isFxBaseCurrencyLegResettable)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
NoExceptLocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying, double illegalLocalVolOverwrite)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit)
NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)
OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart)
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)
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)
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)
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)
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)
OvernightIborBasisSwapRateHelper(QuoteHandle basis, Period tenor, long settlementDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, OvernightIndex baseIndex, IborIndex otherIndex)
OvernightIborBasisSwapRateHelper(QuoteHandle basis, Period tenor, long settlementDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, OvernightIndex baseIndex, IborIndex otherIndex, YieldTermStructureHandle discountHandle)
OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment)
OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index, QuoteHandle convexityAdjustment)
OvernightIndexFutureRateHelper(QuoteHandle price, Date valueDate, Date maturityDate, OvernightIndex index, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)
PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid)
QuantoBarrierEngine(GeneralizedBlackScholesProcess arg0, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)
QuoteHandleVector(int count, QuoteHandle value)
QuoteHandleVector(QuoteHandle[] initialElements)
SofrFutureRateHelper(QuoteHandle price, Month referenceMonth, int referenceYear, Frequency referenceFreq)
SofrFutureRateHelper(QuoteHandle price, Month referenceMonth, int referenceYear, Frequency referenceFreq, QuoteHandle convexityAdjustment)
SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator)
SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc)
SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type)
SplineCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, SplineCubic interpolator, DayCounter dc, VolatilityType type, double shift)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type)
SplineCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, SplineCubic interpolator, Date referenceDate, VolatilityType type, double shift)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
Stock(QuoteHandle quote)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
SviInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double a, double b, double sigma, double rho, double m, boolean aIsFixed, boolean bIsFixed, boolean sigmaIsFixed, boolean rhoIsFixed, boolean mIsFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)
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)
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)
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)
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)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
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)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)
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)
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)
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)
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)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type)
SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift)
UltimateForwardTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle lastLiquidForwardRate, QuoteHandle ultimateForwardRate, Period firstSmoothingPoint, double alpha)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS)
VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta)
VannaVolgaBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile)
VannaVolgaIKDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS)
VannaVolgaIKDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta)
VannaVolgaIKDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile)
VannaVolgaIKDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile, int series)
VannaVolgaWODoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS)
VannaVolgaWODoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta)
VannaVolgaWODoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile)
VannaVolgaWODoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, boolean adaptVanDelta, double bsPriceWithSmile, int series)
VarianceGammaProcess(QuoteHandle s0, YieldTermStructureHandle dividendYield, YieldTermStructureHandle riskFreeRate, double sigma, double nu, double theta)
YearOnYearInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, YoYInflationIndex index, YieldTermStructureHandle nominalTS)
YoYOptionletHelper(QuoteHandle price, double notional, YoYInflationCapFloor.Type capFloorType, Period lag, DayCounter yoyDayCounter, Calendar paymentCalendar, long fixingDays, YoYInflationIndex index, double strike, long n, PricingEngine pricer)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrFullFdInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrLocalVolatilityInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityLognormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method)
ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc)
ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, YieldTermStructureHandle nominalTS)
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle)
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp)
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq)
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq, DayCounter dc)

Constructor parameters in org.quantlib with type arguments of type QuoteHandle

Constructor	Description
QuoteHandleVector(Iterable<QuoteHandle> initialElements)