Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BrownianBridge

java.lang.Object

org.quantlib.BrownianBridge

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class BrownianBridge
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	BrownianBridge(long steps)
protected	BrownianBridge(long cPtr, boolean cMemoryOwn)
	BrownianBridge(DoubleVector times)
	BrownianBridge(TimeGrid timeGrid)

Method Summary

Modifier and Type	Method	Description
UnsignedIntVector	bridgeIndex()
void	delete()
protected void	finalize()
protected static long	getCPtr(BrownianBridge obj)
UnsignedIntVector	leftIndex()
DoubleVector	leftWeight()
UnsignedIntVector	rightIndex()
DoubleVector	rightWeight()
long	size()
DoubleVector	stdDeviation()
protected static long	swigRelease(BrownianBridge obj)
DoubleVector	times()
DoubleVector	transform(DoubleVector input)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

BrownianBridge

protected BrownianBridge(long cPtr,
                         boolean cMemoryOwn)

BrownianBridge

public BrownianBridge(long steps)

BrownianBridge

public BrownianBridge(DoubleVector times)

BrownianBridge

public BrownianBridge(TimeGrid timeGrid)

Method Detail

getCPtr

protected static long getCPtr(BrownianBridge obj)

swigRelease

protected static long swigRelease(BrownianBridge obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

size

public long size()

times

public DoubleVector times()

leftWeight

public DoubleVector leftWeight()

rightWeight

public DoubleVector rightWeight()

stdDeviation

public DoubleVector stdDeviation()

transform

public DoubleVector transform(DoubleVector input)

bridgeIndex

public UnsignedIntVector bridgeIndex()

leftIndex

public UnsignedIntVector leftIndex()

rightIndex

public UnsignedIntVector rightIndex()