Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class G2

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

org.quantlib.ShortRateModel

org.quantlib.G2

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class G2
extends ShortRateModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	G2(long cPtr, boolean cMemoryOwn)
	G2(YieldTermStructureHandle termStructure)
	G2(YieldTermStructureHandle termStructure, double a)
	G2(YieldTermStructureHandle termStructure, double a, double sigma)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta, double rho)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(G2 obj)
protected void	swigSetCMemOwn(boolean own)
YieldTermStructureHandle	termStructure()

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

G2

protected G2(long cPtr,
             boolean cMemoryOwn)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b,
          double eta,
          double rho)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b,
          double eta)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma)

G2

public G2(YieldTermStructureHandle termStructure,
          double a)

G2

public G2(YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(G2 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

termStructure

public YieldTermStructureHandle termStructure()