Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BatesProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.HestonProcess

org.quantlib.BatesProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BatesProcess
extends HestonProcess
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.HestonProcess

HestonProcess.Discretization

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BatesProcess(long cPtr, boolean cMemoryOwn)
	BatesProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho, double lambda, double nu, double delta)

Method Summary

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

Methods inherited from class org.quantlib.HestonProcess

dividendYield, getCPtr, riskFreeRate, s0

Methods inherited from class org.quantlib.StochasticProcess

covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, size, stdDeviation

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

BatesProcess

protected BatesProcess(long cPtr,
                       boolean cMemoryOwn)

BatesProcess

public BatesProcess(YieldTermStructureHandle riskFreeRate,
                    YieldTermStructureHandle dividendYield,
                    QuoteHandle s0,
                    double v0,
                    double kappa,
                    double theta,
                    double sigma,
                    double rho,
                    double lambda,
                    double nu,
                    double delta)

Method Detail

getCPtr

protected static long getCPtr(BatesProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class HestonProcess

finalize

protected void finalize()

Overrides:

finalize in class HestonProcess

delete

public void delete()

Specified by:

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

Overrides:

delete in class HestonProcess