Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmHestonLocalVolatilityVarianceMesher

java.lang.Object

org.quantlib.Fdm1dMesher

org.quantlib.FdmHestonLocalVolatilityVarianceMesher

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FdmHestonLocalVolatilityVarianceMesher
extends Fdm1dMesher
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmHestonLocalVolatilityVarianceMesher(long cPtr, boolean cMemoryOwn)
	FdmHestonLocalVolatilityVarianceMesher(long size, HestonProcess process, LocalVolTermStructure leverageFct, double maturity)
	FdmHestonLocalVolatilityVarianceMesher(long size, HestonProcess process, LocalVolTermStructure leverageFct, double maturity, long tAvgSteps)
	FdmHestonLocalVolatilityVarianceMesher(long size, HestonProcess process, LocalVolTermStructure leverageFct, double maturity, long tAvgSteps, double epsilon)

Method Summary

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

Methods inherited from class org.quantlib.Fdm1dMesher

dminus, dplus, getCPtr, location, locations, size

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

FdmHestonLocalVolatilityVarianceMesher

protected FdmHestonLocalVolatilityVarianceMesher(long cPtr,
                                                 boolean cMemoryOwn)

FdmHestonLocalVolatilityVarianceMesher

public FdmHestonLocalVolatilityVarianceMesher(long size,
                                              HestonProcess process,
                                              LocalVolTermStructure leverageFct,
                                              double maturity,
                                              long tAvgSteps,
                                              double epsilon)

FdmHestonLocalVolatilityVarianceMesher

public FdmHestonLocalVolatilityVarianceMesher(long size,
                                              HestonProcess process,
                                              LocalVolTermStructure leverageFct,
                                              double maturity,
                                              long tAvgSteps)

FdmHestonLocalVolatilityVarianceMesher

public FdmHestonLocalVolatilityVarianceMesher(long size,
                                              HestonProcess process,
                                              LocalVolTermStructure leverageFct,
                                              double maturity)

Method Detail

getCPtr

protected static long getCPtr(FdmHestonLocalVolatilityVarianceMesher obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Fdm1dMesher

finalize

protected void finalize()

Overrides:

finalize in class Fdm1dMesher

delete

public void delete()

Specified by:

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

Overrides:

delete in class Fdm1dMesher

volaEstimate

public double volaEstimate()