Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ExponentialForwardCorrelation

java.lang.Object

org.quantlib.PiecewiseConstantCorrelation

org.quantlib.ExponentialForwardCorrelation

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ExponentialForwardCorrelation
extends PiecewiseConstantCorrelation
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ExponentialForwardCorrelation(long cPtr, boolean cMemoryOwn)
	ExponentialForwardCorrelation(DoubleVector rateTimes)
	ExponentialForwardCorrelation(DoubleVector rateTimes, double longTermCorr)
	ExponentialForwardCorrelation(DoubleVector rateTimes, double longTermCorr, double beta)
	ExponentialForwardCorrelation(DoubleVector rateTimes, double longTermCorr, double beta, double gamma)
	ExponentialForwardCorrelation(DoubleVector rateTimes, double longTermCorr, double beta, double gamma, DoubleVector times)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(ExponentialForwardCorrelation obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.PiecewiseConstantCorrelation

correlation, correlations, getCPtr, numberOfRates, rateTimes, times

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

ExponentialForwardCorrelation

protected ExponentialForwardCorrelation(long cPtr,
                                        boolean cMemoryOwn)

ExponentialForwardCorrelation

public ExponentialForwardCorrelation(DoubleVector rateTimes,
                                     double longTermCorr,
                                     double beta,
                                     double gamma,
                                     DoubleVector times)

ExponentialForwardCorrelation

public ExponentialForwardCorrelation(DoubleVector rateTimes,
                                     double longTermCorr,
                                     double beta,
                                     double gamma)

ExponentialForwardCorrelation

public ExponentialForwardCorrelation(DoubleVector rateTimes,
                                     double longTermCorr,
                                     double beta)

ExponentialForwardCorrelation

public ExponentialForwardCorrelation(DoubleVector rateTimes,
                                     double longTermCorr)

ExponentialForwardCorrelation

public ExponentialForwardCorrelation(DoubleVector rateTimes)

Method Detail

getCPtr

protected static long getCPtr(ExponentialForwardCorrelation obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PiecewiseConstantCorrelation

finalize

protected void finalize()

Overrides:

finalize in class PiecewiseConstantCorrelation

delete

public void delete()

Specified by:

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

Overrides:

delete in class PiecewiseConstantCorrelation