Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BatesModel

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

org.quantlib.HestonModel

org.quantlib.BatesModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BatesModel
extends HestonModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BatesModel(long cPtr, boolean cMemoryOwn)
	BatesModel(BatesProcess process)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	delta()
protected void	finalize()
protected static long	getCPtr(BatesModel obj)
double	lambda()
double	nu()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.HestonModel

getCPtr, kappa, rho, sigma, theta, v0

Methods inherited from class org.quantlib.CalibratedModel

calibrate, calibrate, calibrate, calibrate, constraint, endCriteria, functionEvaluation, getCPtr, params, problemValues, setParams, value

Methods inherited from class org.quantlib.Observable

getCPtr

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

BatesModel

protected BatesModel(long cPtr,
                     boolean cMemoryOwn)

BatesModel

public BatesModel(BatesProcess process)

Method Detail

getCPtr

protected static long getCPtr(BatesModel obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class HestonModel

finalize

protected void finalize()

Overrides:

finalize in class HestonModel

delete

public void delete()

Specified by:

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

Overrides:

delete in class HestonModel

nu

public double nu()

delta

public double delta()

lambda

public double lambda()