GJRGARCHModel (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.Observable
- - org.quantlib.CalibratedModel
  - - org.quantlib.GJRGARCHModel

All Implemented Interfaces:: AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class GJRGARCHModel
extends CalibratedModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors
Modifier Constructor Description

protected GJRGARCHModel(long cPtr, boolean cMemoryOwn)

GJRGARCHModel(GJRGARCHProcess process)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`alpha()`
`double`	`beta()`
`void`	`delete()`
`protected void`	`finalize()`
`double`	`gamma()`
`protected static long`	`getCPtr(GJRGARCHModel obj)`
`double`	`lambda()`
`double`	`omega()`
`protected void`	`swigSetCMemOwn(boolean own)`
`double`	`v0()`

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

GJRGARCHModel

protected GJRGARCHModel(long cPtr,
                        boolean cMemoryOwn)

GJRGARCHModel

public GJRGARCHModel(GJRGARCHProcess process)

Method Detail

getCPtr

protected static long getCPtr(GJRGARCHModel obj)

swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
Overrides:

swigSetCMemOwn in class CalibratedModel

finalize
```
protected void finalize()
```
Overrides:

finalize in class CalibratedModel

delete
```
public void delete()
```
Specified by:

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

Overrides:

delete in class CalibratedModel

omega
```
public double omega()
```

alpha
```
public double alpha()
```

beta
```
public double beta()
```

gamma
```
public double gamma()
```

lambda
```
public double lambda()
```

v0
```
public double v0()
```