|
||||||||||
| PREV NEXT | FRAMES NO FRAMES | |||||||||
| Packages that use Instrument.Arguments | |
|---|---|
| org.jquantlib.instruments | |
| org.jquantlib.instruments.bonds | |
| org.jquantlib.pricingengines | |
| Uses of Instrument.Arguments in org.jquantlib.instruments |
|---|
| Subinterfaces of Instrument.Arguments in org.jquantlib.instruments | |
|---|---|
static interface |
Bond.Arguments
basic bond arguments |
static interface |
OneAssetOption.Arguments
basic option arguments |
static interface |
Option.Arguments
basic option arguments |
static interface |
Swap.Arguments
Basic swap arguments |
static interface |
VanillaSwap.Arguments
|
| Classes in org.jquantlib.instruments that implement Instrument.Arguments | |
|---|---|
static class |
BarrierOption.ArgumentsImpl
This class defines validation for option arguments |
static class |
Bond.ArgumentsImpl
|
static class |
ContinuousAveragingAsianOption.ArgumentsImpl
|
static class |
DiscreteAveragingAsianOption.ArgumentsImpl
Description of the terms and conditions of a discrete average out fixed strike option. |
static class |
DividendVanillaOption.ArgumentsImpl
|
static class |
OneAssetOption.ArgumentsImpl
|
static class |
Option.ArgumentsImpl
Keeps arguments used by PricingEngines and necessary for Option valuation |
static class |
Swap.ArgumentsImpl
|
class |
VanillaSwap.ArgumentsImpl
Arguments for simple swap calculation |
| Uses of Instrument.Arguments in org.jquantlib.instruments.bonds |
|---|
| Subinterfaces of Instrument.Arguments in org.jquantlib.instruments.bonds | |
|---|---|
static interface |
ConvertibleBondOption.Arguments
|
| Classes in org.jquantlib.instruments.bonds that implement Instrument.Arguments | |
|---|---|
static class |
ConvertibleBondOption.ArgumentsImpl
|
| Uses of Instrument.Arguments in org.jquantlib.pricingengines |
|---|
| Classes in org.jquantlib.pricingengines with type parameters of type Instrument.Arguments | |
|---|---|
class |
GenericEngine<A extends Instrument.Arguments,R extends Instrument.Results>
This is a generic definition of a PriceEngine which takes its arguments from an Arguments structure and returns its
results in a Results structure. |
class |
GenericModelEngine<M extends CalibratedModel,A extends Instrument.Arguments,R extends Instrument.Results>
Base class for some pricing engine on a particular model. |
| Fields in org.jquantlib.pricingengines declared as Instrument.Arguments | |
|---|---|
protected A |
GenericEngine.arguments_
|
|
||||||||||
| PREV NEXT | FRAMES NO FRAMES | |||||||||