Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BlackScholesProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.GeneralizedBlackScholesProcess

org.quantlib.BlackScholesProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackScholesProcess 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

BlackScholesProcess

protected BlackScholesProcess(long cPtr,
                              boolean cMemoryOwn)

BlackScholesProcess

public BlackScholesProcess(QuoteHandle s0,
                           YieldTermStructureHandle riskFreeTS,
                           BlackVolTermStructureHandle volTS)

Method Detail

getCPtr

protected static long getCPtr(BlackScholesProcess 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