Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ExtOUWithJumpsProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.ExtOUWithJumpsProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ExtOUWithJumpsProcess
extends StochasticProcess
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ExtOUWithJumpsProcess(long cPtr, boolean cMemoryOwn)
	ExtOUWithJumpsProcess(ExtendedOrnsteinUhlenbeckProcess process, double Y0, double beta, double jumpIntensity, double eta)

Method Summary

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

Methods inherited from class org.quantlib.StochasticProcess

covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, size, stdDeviation

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

ExtOUWithJumpsProcess

protected ExtOUWithJumpsProcess(long cPtr,
                                boolean cMemoryOwn)

ExtOUWithJumpsProcess

public ExtOUWithJumpsProcess(ExtendedOrnsteinUhlenbeckProcess process,
                             double Y0,
                             double beta,
                             double jumpIntensity,
                             double eta)

Method Detail

getCPtr

protected static long getCPtr(ExtOUWithJumpsProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess