Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmHestonVarianceMesher

java.lang.Object

org.quantlib.Fdm1dMesher

org.quantlib.FdmHestonVarianceMesher

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FdmHestonVarianceMesher 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

FdmHestonVarianceMesher

protected FdmHestonVarianceMesher(long cPtr,
                                  boolean cMemoryOwn)

FdmHestonVarianceMesher

public FdmHestonVarianceMesher(long size,
                               HestonProcess process,
                               double maturity,
                               long tAvgSteps,
                               double epsilon)

FdmHestonVarianceMesher

public FdmHestonVarianceMesher(long size,
                               HestonProcess process,
                               double maturity,
                               long tAvgSteps)

FdmHestonVarianceMesher

public FdmHestonVarianceMesher(long size,
                               HestonProcess process,
                               double maturity)

Method Detail

getCPtr

protected static long getCPtr(FdmHestonVarianceMesher 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()