Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CEVRNDCalculator

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)
protected	CEVRNDCalculator(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CEVRNDCalculator obj)
double	massAtZero(double t)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.RiskNeutralDensityCalculator

cdf, getCPtr, invcdf, pdf

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

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:

swigSetCMemOwn in class RiskNeutralDensityCalculator

finalize

protected void finalize()

Overrides:

finalize in class RiskNeutralDensityCalculator

delete

public void delete()

Specified by:

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

Overrides:

delete in class RiskNeutralDensityCalculator

massAtZero

public double massAtZero(double t)