- java.lang.Object
-
- org.quantlib.RiskNeutralDensityCalculator
-
- org.quantlib.CEVRNDCalculator
-
- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class CEVRNDCalculator extends RiskNeutralDensityCalculator implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
-
-
Constructor Summary
Constructors Modifier Constructor Description CEVRNDCalculator(double f0, double alpha, double beta)protectedCEVRNDCalculator(long cPtr, boolean cMemoryOwn)
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(CEVRNDCalculator obj)doublemassAtZero(double t)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.RiskNeutralDensityCalculator
cdf, getCPtr, invcdf, pdf
-
-
-
-
Constructor Detail
-
CEVRNDCalculator
protected CEVRNDCalculator(long cPtr, boolean cMemoryOwn)
-
CEVRNDCalculator
public CEVRNDCalculator(double f0, double alpha, double beta)
-
-
Method Detail
-
getCPtr
protected static long getCPtr(CEVRNDCalculator obj)
-
swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classRiskNeutralDensityCalculator
-
finalize
protected void finalize()
- Overrides:
finalizein classRiskNeutralDensityCalculator
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classRiskNeutralDensityCalculator
-
massAtZero
public double massAtZero(double t)
-
-