Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AbcdVol

java.lang.Object

org.quantlib.MarketModel

org.quantlib.AbcdVol

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AbcdVol
extends MarketModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	AbcdVol(double a, double b, double c, double d, DoubleVector ks, PiecewiseConstantCorrelation corr, EvolutionDescription evolution, long numberOfFactors, DoubleVector initialRates, DoubleVector displacements)
protected	AbcdVol(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AbcdVol obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.MarketModel

covariance, displacements, evolution, getCPtr, initialRates, numberOfFactors, numberOfRates, numberOfSteps, pseudoRoot, timeDependentVolatility, totalCovariance

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

AbcdVol

protected AbcdVol(long cPtr,
                  boolean cMemoryOwn)

AbcdVol

public AbcdVol(double a,
               double b,
               double c,
               double d,
               DoubleVector ks,
               PiecewiseConstantCorrelation corr,
               EvolutionDescription evolution,
               long numberOfFactors,
               DoubleVector initialRates,
               DoubleVector displacements)

Method Detail

getCPtr

protected static long getCPtr(AbcdVol obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class MarketModel

finalize

protected void finalize()

Overrides:

finalize in class MarketModel

delete

public void delete()

Specified by:

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

Overrides:

delete in class MarketModel