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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class BlackProcess extends GeneralizedBlackScholesProcess implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedBlackProcess(long cPtr, boolean cMemoryOwn)BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(BlackProcess obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.GeneralizedBlackScholesProcess
blackVolatility, dividendYield, getCPtr, localVolatility, riskFreeRate, stateVariable
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Methods inherited from class org.quantlib.StochasticProcess1D
apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0
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Methods inherited from class org.quantlib.StochasticProcess
covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, size, stdDeviation
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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BlackProcess
protected BlackProcess(long cPtr, boolean cMemoryOwn)
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BlackProcess
public BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
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Method Detail
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getCPtr
protected static long getCPtr(BlackProcess obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classGeneralizedBlackScholesProcess
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finalize
protected void finalize()
- Overrides:
finalizein classGeneralizedBlackScholesProcess
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classGeneralizedBlackScholesProcess
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