Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AbcdFunction

java.lang.Object

org.quantlib.AbcdMathFunction

org.quantlib.AbcdFunction

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AbcdFunction
extends AbcdMathFunction
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields inherited from class org.quantlib.AbcdMathFunction

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	AbcdFunction()
	AbcdFunction(double a)
	AbcdFunction(double a, double b)
	AbcdFunction(double a, double b, double c)
	AbcdFunction(double a, double b, double c, double d)
protected	AbcdFunction(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
double	covariance(double t, double T, double S)
double	covariance(double t1, double t2, double T, double S)
void	delete()
protected void	finalize()
protected static long	getCPtr(AbcdFunction obj)
double	instantaneousCovariance(double u, double T, double S)
double	instantaneousVariance(double t, double T)
double	instantaneousVolatility(double t, double T)
double	longTermVolatility()
double	maximumVolatility()
double	primitive(double t, double T, double S)
double	shortTermVolatility()
protected static long	swigRelease(AbcdFunction obj)
double	variance(double tMin, double tMax, double T)
double	volatility(double tMin, double tMax, double T)

Methods inherited from class org.quantlib.AbcdMathFunction

a, b, c, coefficients, d, definiteDerivativeCoefficients, definiteIntegral, definiteIntegralCoefficients, derivative, derivativeCoefficients, getCPtr, getValue, longTermValue, maximumLocation, maximumValue, primitive, swigRelease, validate

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

AbcdFunction

protected AbcdFunction(long cPtr,
                       boolean cMemoryOwn)

AbcdFunction

public AbcdFunction(double a,
                    double b,
                    double c,
                    double d)

AbcdFunction

public AbcdFunction(double a,
                    double b,
                    double c)

AbcdFunction

public AbcdFunction(double a,
                    double b)

AbcdFunction

public AbcdFunction(double a)

AbcdFunction

public AbcdFunction()

Method Detail

getCPtr

protected static long getCPtr(AbcdFunction obj)

swigRelease

protected static long swigRelease(AbcdFunction obj)

finalize

protected void finalize()

Overrides:

finalize in class AbcdMathFunction

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class AbcdMathFunction

maximumVolatility

public double maximumVolatility()

shortTermVolatility

public double shortTermVolatility()

longTermVolatility

public double longTermVolatility()

covariance

public double covariance(double t,
                         double T,
                         double S)

covariance

public double covariance(double t1,
                         double t2,
                         double T,
                         double S)

volatility

public double volatility(double tMin,
                         double tMax,
                         double T)

variance

public double variance(double tMin,
                       double tMax,
                       double T)

instantaneousVolatility

public double instantaneousVolatility(double t,
                                      double T)

instantaneousVariance

public double instantaneousVariance(double t,
                                    double T)

instantaneousCovariance

public double instantaneousCovariance(double u,
                                      double T,
                                      double S)

primitive

public double primitive(double t,
                        double T,
                        double S)