Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackScholesMertonProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.GeneralizedBlackScholesProcess

org.quantlib.BlackScholesMertonProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BlackScholesMertonProcess
extends GeneralizedBlackScholesProcess
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BlackScholesMertonProcess(long cPtr, boolean cMemoryOwn)
	BlackScholesMertonProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)

Method Summary

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

Methods inherited from class org.quantlib.GeneralizedBlackScholesProcess

blackVolatility, dividendYield, getCPtr, localVolatility, riskFreeRate, stateVariable

Methods inherited from class org.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

BlackScholesMertonProcess

protected BlackScholesMertonProcess(long cPtr,
                                    boolean cMemoryOwn)

BlackScholesMertonProcess

public BlackScholesMertonProcess(QuoteHandle s0,
                                 YieldTermStructureHandle dividendTS,
                                 YieldTermStructureHandle riskFreeTS,
                                 BlackVolTermStructureHandle volTS)

Method Detail

getCPtr

protected static long getCPtr(BlackScholesMertonProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class GeneralizedBlackScholesProcess

finalize

protected void finalize()

Overrides:

finalize in class GeneralizedBlackScholesProcess

delete

public void delete()

Specified by:

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

Overrides:

delete in class GeneralizedBlackScholesProcess