Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ExtendedCoxIngersollRoss

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

org.quantlib.ShortRateModel

org.quantlib.ExtendedCoxIngersollRoss

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ExtendedCoxIngersollRoss(long cPtr, boolean cMemoryOwn)
	ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure)
	ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure, double theta)
	ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure, double theta, double k)
	ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure, double theta, double k, double sigma)
	ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure, double theta, double k, double sigma, double x0)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	discount(double t)
protected void	finalize()
protected static long	getCPtr(ExtendedCoxIngersollRoss 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

ExtendedCoxIngersollRoss

protected ExtendedCoxIngersollRoss(long cPtr,
                                   boolean cMemoryOwn)

ExtendedCoxIngersollRoss

public ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure,
                                double theta,
                                double k,
                                double sigma,
                                double x0)

ExtendedCoxIngersollRoss

public ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure,
                                double theta,
                                double k,
                                double sigma)

ExtendedCoxIngersollRoss

public ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure,
                                double theta,
                                double k)

ExtendedCoxIngersollRoss

public ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure,
                                double theta)

ExtendedCoxIngersollRoss

public ExtendedCoxIngersollRoss(YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(ExtendedCoxIngersollRoss 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)