Uses of Class
org.quantlib.SWIGTYPE_p_ext__optionalT_VolatilityType_t

Uses of SWIGTYPE_p_ext__optionalT_VolatilityType_t in org.quantlib

Methods in org.quantlib with parameters of type SWIGTYPE_p_ext__optionalT_VolatilityType_t

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

Constructors in org.quantlib with parameters of type SWIGTYPE_p_ext__optionalT_VolatilityType_t

Constructor	Description
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)