Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ExtendedOrnsteinUhlenbeckProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.ExtendedOrnsteinUhlenbeckProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ExtendedOrnsteinUhlenbeckProcess
extends StochasticProcess1D
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ExtendedOrnsteinUhlenbeckProcess.Discretization

Constructor Summary

Constructors

Modifier	Constructor	Description
	ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, SWIGTYPE_p_ext__functionT_double_fdoubleF_t b)
	ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, SWIGTYPE_p_ext__functionT_double_fdoubleF_t b, ExtendedOrnsteinUhlenbeckProcess.Discretization discretization)
	ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, SWIGTYPE_p_ext__functionT_double_fdoubleF_t b, ExtendedOrnsteinUhlenbeckProcess.Discretization discretization, double intEps)
	ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, UnaryFunctionDelegate function)
	ExtendedOrnsteinUhlenbeckProcess(double speed, double sigma, double x0, UnaryFunctionDelegate function, double intEps)
protected	ExtendedOrnsteinUhlenbeckProcess(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class org.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

ExtendedOrnsteinUhlenbeckProcess

protected ExtendedOrnsteinUhlenbeckProcess(long cPtr,
                                           boolean cMemoryOwn)

ExtendedOrnsteinUhlenbeckProcess

public ExtendedOrnsteinUhlenbeckProcess(double speed,
                                        double sigma,
                                        double x0,
                                        SWIGTYPE_p_ext__functionT_double_fdoubleF_t b,
                                        ExtendedOrnsteinUhlenbeckProcess.Discretization discretization,
                                        double intEps)

ExtendedOrnsteinUhlenbeckProcess

public ExtendedOrnsteinUhlenbeckProcess(double speed,
                                        double sigma,
                                        double x0,
                                        SWIGTYPE_p_ext__functionT_double_fdoubleF_t b,
                                        ExtendedOrnsteinUhlenbeckProcess.Discretization discretization)

ExtendedOrnsteinUhlenbeckProcess

public ExtendedOrnsteinUhlenbeckProcess(double speed,
                                        double sigma,
                                        double x0,
                                        SWIGTYPE_p_ext__functionT_double_fdoubleF_t b)

ExtendedOrnsteinUhlenbeckProcess

public ExtendedOrnsteinUhlenbeckProcess(double speed,
                                        double sigma,
                                        double x0,
                                        UnaryFunctionDelegate function,
                                        double intEps)

ExtendedOrnsteinUhlenbeckProcess

public ExtendedOrnsteinUhlenbeckProcess(double speed,
                                        double sigma,
                                        double x0,
                                        UnaryFunctionDelegate function)

Method Detail

getCPtr

protected static long getCPtr(ExtendedOrnsteinUhlenbeckProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess1D

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess1D