Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class GeneralizedBlackScholesProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.GeneralizedBlackScholesProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BlackProcess, BlackScholesMertonProcess, BlackScholesProcess, GarmanKohlagenProcess

public class GeneralizedBlackScholesProcess
extends StochasticProcess1D
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	GeneralizedBlackScholesProcess(long cPtr, boolean cMemoryOwn)
	GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)
	GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS)

Method Summary

Modifier and Type	Method	Description
BlackVolTermStructureHandle	blackVolatility()
void	delete()
YieldTermStructureHandle	dividendYield()
protected void	finalize()
protected static long	getCPtr(GeneralizedBlackScholesProcess obj)
LocalVolTermStructureHandle	localVolatility()
YieldTermStructureHandle	riskFreeRate()
QuoteHandle	stateVariable()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

GeneralizedBlackScholesProcess

protected GeneralizedBlackScholesProcess(long cPtr,
                                         boolean cMemoryOwn)

GeneralizedBlackScholesProcess

public GeneralizedBlackScholesProcess(QuoteHandle s0,
                                      YieldTermStructureHandle dividendTS,
                                      YieldTermStructureHandle riskFreeTS,
                                      BlackVolTermStructureHandle volTS)

GeneralizedBlackScholesProcess

public GeneralizedBlackScholesProcess(QuoteHandle x0,
                                      YieldTermStructureHandle dividendTS,
                                      YieldTermStructureHandle riskFreeTS,
                                      BlackVolTermStructureHandle blackVolTS,
                                      LocalVolTermStructureHandle localVolTS)

Method Detail

getCPtr

protected static long getCPtr(GeneralizedBlackScholesProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess1D

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess1D

stateVariable

public QuoteHandle stateVariable()

dividendYield

public YieldTermStructureHandle dividendYield()

riskFreeRate

public YieldTermStructureHandle riskFreeRate()

blackVolatility

public BlackVolTermStructureHandle blackVolatility()

localVolatility

public LocalVolTermStructureHandle localVolatility()