Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class G2ForwardProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.G2ForwardProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class G2ForwardProcess
extends StochasticProcess
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	G2ForwardProcess(double a, double sigma, double b, double eta, double rho)
protected	G2ForwardProcess(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(G2ForwardProcess obj)
void	setForwardMeasureTime(double t)
protected void	swigSetCMemOwn(boolean own)

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

G2ForwardProcess

protected G2ForwardProcess(long cPtr,
                           boolean cMemoryOwn)

G2ForwardProcess

public G2ForwardProcess(double a,
                        double sigma,
                        double b,
                        double eta,
                        double rho)

Method Detail

getCPtr

protected static long getCPtr(G2ForwardProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess

setForwardMeasureTime

public void setForwardMeasureTime(double t)