Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CoxIngersollRoss

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

org.quantlib.ShortRateModel

org.quantlib.CoxIngersollRoss

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CoxIngersollRoss
extends ShortRateModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	CoxIngersollRoss()
	CoxIngersollRoss(double r0)
	CoxIngersollRoss(double r0, double theta)
	CoxIngersollRoss(double r0, double theta, double k)
	CoxIngersollRoss(double r0, double theta, double k, double sigma)
protected	CoxIngersollRoss(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class org.quantlib.ShortRateModel

getCPtr

Methods inherited from class org.quantlib.CalibratedModel

calibrate, calibrate, calibrate, calibrate, constraint, endCriteria, functionEvaluation, getCPtr, params, problemValues, setParams, value

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

CoxIngersollRoss

protected CoxIngersollRoss(long cPtr,
                           boolean cMemoryOwn)

CoxIngersollRoss

public CoxIngersollRoss(double r0,
                        double theta,
                        double k,
                        double sigma)

CoxIngersollRoss

public CoxIngersollRoss(double r0,
                        double theta,
                        double k)

CoxIngersollRoss

public CoxIngersollRoss(double r0,
                        double theta)

CoxIngersollRoss

public CoxIngersollRoss(double r0)

CoxIngersollRoss

public CoxIngersollRoss()

Method Detail

getCPtr

protected static long getCPtr(CoxIngersollRoss obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class ShortRateModel

finalize

protected void finalize()

Overrides:

finalize in class ShortRateModel

delete

public void delete()

Specified by:

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

Overrides:

delete in class ShortRateModel

discount

public double discount(double t)