Uses of Class
org.jquantlib.quotes.Quote

Packages that use Quote

org.jquantlib.instruments
org.jquantlib.processes
org.jquantlib.quotes
org.jquantlib.termstructures
org.jquantlib.termstructures.volatilities
org.jquantlib.termstructures.yieldcurves

Uses of Quote in org.jquantlib.instruments

Fields in org.jquantlib.instruments with type parameters of type Quote

private Handle<Quote>	Stock.quote
private Handle<Quote>	OneAssetOption.ImpliedVolatilityHelper.vol

Constructor parameters in org.jquantlib.instruments with type arguments of type Quote

Stock(Handle<Quote> quote)

Uses of Quote in org.jquantlib.processes

Fields in org.jquantlib.processes with type parameters of type Quote

private Handle<? extends Quote>

GeneralizedBlackScholesProcess.x0_

Methods in org.jquantlib.processes that return types with arguments of type Quote

Handle<? extends Quote>

GeneralizedBlackScholesProcess.stateVariable()

Constructor parameters in org.jquantlib.processes with type arguments of type Quote

BlackScholesMertonProcess(Handle<? extends Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS)

BlackScholesMertonProcess(Handle<? extends Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS, LinearDiscretization discretization)

GeneralizedBlackScholesProcess(Handle<? extends Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS)

GeneralizedBlackScholesProcess(Handle<? extends Quote> x0, Handle<YieldTermStructure> dividendTS, Handle<YieldTermStructure> riskFreeTS, Handle<BlackVolTermStructure> blackVolTS, LinearDiscretization discretization)

Uses of Quote in org.jquantlib.quotes

Subclasses of Quote in org.jquantlib.quotes

class

SimpleQuote

Uses of Quote in org.jquantlib.termstructures

Fields in org.jquantlib.termstructures with type parameters of type Quote

protected Handle<Quote>

RateHelper.quote

Constructor parameters in org.jquantlib.termstructures with type arguments of type Quote

RateHelper(Handle<Quote> quote)

RateHelper(Handle<Quote> quote, T termStructure, Date earliestDate, Date latestDate)

Uses of Quote in org.jquantlib.termstructures.volatilities

Fields in org.jquantlib.termstructures.volatilities with type parameters of type Quote

private Handle<? extends Quote>	LocalVolSurface.underlying_
private Handle<? extends Quote>	BlackConstantVol.volatility
private Handle<Quote>	LocalConstantVol.volatility_

Constructor parameters in org.jquantlib.termstructures.volatilities with type arguments of type Quote

BlackConstantVol(Date referenceDate, Handle<? extends Quote> volatility, DayCounter dayCounter)

BlackConstantVol(int settlementDays, Calendar calendar, Handle<? extends Quote> volatility, DayCounter dayCounter)

LocalConstantVol(Date referenceDate, Handle<Quote> volatility, DayCounter dayCounter)

LocalConstantVol(int settlementDays, Calendar cal, Handle<Quote> volatility, DayCounter dayCounter)

LocalVolSurface(Handle<BlackVolTermStructure> blackTS, Handle<YieldTermStructure> riskFreeTS, Handle<YieldTermStructure> dividendTS, Handle<? extends Quote> underlying)

Uses of Quote in org.jquantlib.termstructures.yieldcurves

Fields in org.jquantlib.termstructures.yieldcurves with type parameters of type Quote

private Handle<Quote>	FuturesRateHelper.convAdj
private Handle<? extends Quote>	FlatForward.forward
private Handle<Quote>	SwapRateHelper.spread

Constructor parameters in org.jquantlib.termstructures.yieldcurves with type arguments of type Quote

DepositRateHelper(Handle<Quote> rate, IborIndex ibor)

DepositRateHelper(Handle<Quote> rate, Period tenor, int fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)

FixedRateBondHelper(Handle<Quote> cleanPrice, int settlementDays, double faceAmount, Schedule schedule, java.util.List<java.lang.Double> coupons, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)

FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter)

FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding)

FlatForward(Date referenceDate, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)

FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter)

FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding)

FlatForward(int settlementDays, Calendar calendar, Handle<? extends Quote> forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)

FraRateHelper(Handle<Quote> rate, int monthsToStart, IborIndex i)

FraRateHelper(Handle<Quote> rate, int monthsToStart, int monthsToEnd, int fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)

FuturesRateHelper(Handle<Quote> price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Handle<Quote> convAdj)

FuturesRateHelper(Handle<Quote> price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Handle<Quote> convAdj)

RelativeDateRateHelper(Handle<Quote> quote, T termStructure, Date earliestDate, Date latestDate)

SwapRateHelper(double d, Period tenor, Calendar calendar, BusinessDayConvention fixedConvention, Frequency fixedFrequency, DayCounter fixedDayCount, IborIndex iborIndex, RelinkableHandle<YieldTermStructure> termStructureHandle, Handle<Quote> spread, Period fwdStart)