- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.CalibratedModel
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- org.quantlib.HestonModel
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- org.quantlib.BatesModel
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class BatesModel extends HestonModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedBatesModel(long cPtr, boolean cMemoryOwn)BatesModel(BatesProcess process)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()doubledelta()protected voidfinalize()protected static longgetCPtr(BatesModel obj)doublelambda()doublenu()protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.CalibratedModel
calibrate, calibrate, calibrate, calibrate, constraint, endCriteria, functionEvaluation, getCPtr, params, problemValues, setParams, value
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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BatesModel
protected BatesModel(long cPtr, boolean cMemoryOwn)
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BatesModel
public BatesModel(BatesProcess process)
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Method Detail
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getCPtr
protected static long getCPtr(BatesModel obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classHestonModel
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finalize
protected void finalize()
- Overrides:
finalizein classHestonModel
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classHestonModel
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nu
public double nu()
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delta
public double delta()
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lambda
public double lambda()
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