Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmHestonHullWhiteOp

java.lang.Object

org.quantlib.FdmLinearOp

org.quantlib.FdmLinearOpComposite

org.quantlib.FdmHestonHullWhiteOp

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FdmHestonHullWhiteOp
extends FdmLinearOpComposite
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmHestonHullWhiteOp(long cPtr, boolean cMemoryOwn)
	FdmHestonHullWhiteOp(FdmMesher mesher, HestonProcess hestonProcess, HullWhiteProcess hwProcess, double equityShortRateCorrelation)

Method Summary

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

Methods inherited from class org.quantlib.FdmLinearOpComposite

apply_direction, apply_mixed, getCPtr, preconditioner, setTime, size, solve_splitting, to_sparse_matrix

Methods inherited from class org.quantlib.FdmLinearOp

apply, 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

FdmHestonHullWhiteOp

protected FdmHestonHullWhiteOp(long cPtr,
                               boolean cMemoryOwn)

FdmHestonHullWhiteOp

public FdmHestonHullWhiteOp(FdmMesher mesher,
                            HestonProcess hestonProcess,
                            HullWhiteProcess hwProcess,
                            double equityShortRateCorrelation)

Method Detail

getCPtr

protected static long getCPtr(FdmHestonHullWhiteOp obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FdmLinearOpComposite

finalize

protected void finalize()

Overrides:

finalize in class FdmLinearOpComposite

delete

public void delete()

Specified by:

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

Overrides:

delete in class FdmLinearOpComposite