Ami,
I think you'll need to talk to somebody at your installation about the Java program that you are calling. Unless this is the first time that this has been done at your install, there will be examples of what you are trying to do. It seems to me from what you have written that the Java program is already written. There may well be a Cobol program that already calls this specific Java program.
I'm not a Java programmer and have not written a Cobol program that interfaces with Java, so the following should be taken with extreme caution:
The example given on the IBM website looks to be calling a Java program called "MyConverter", this is narrowed down further to a paragraph (for want of a better analogy) called ConverterHome. The parameters appear to passed in variables referenced currencyConverter.dollarToYen or currencyConverter.yenToEuro.
As I said earlier, I know little about Java, but feel sure that others here with far more knowledge than me, may be able to correct my assumptions if incorrect.
Regards,
Marc