Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonBlackVolSurface

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.VolatilityTermStructure

org.quantlib.BlackVolTermStructure

org.quantlib.HestonBlackVolSurface

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonBlackVolSurface
extends BlackVolTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HestonBlackVolSurface(long cPtr, boolean cMemoryOwn)
	HestonBlackVolSurface(HestonModelHandle hestonModel)
	HestonBlackVolSurface(HestonModelHandle hestonModel, AnalyticHestonEngine.ComplexLogFormula cpxLogFormula)
	HestonBlackVolSurface(HestonModelHandle hestonModel, AnalyticHestonEngine.ComplexLogFormula cpxLogFormula, AnalyticHestonEngine_Integration integration)

Method Summary

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

Methods inherited from class org.quantlib.BlackVolTermStructure

blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVariance, blackForwardVol, blackForwardVol, blackForwardVol, blackForwardVol, blackVariance, blackVariance, blackVariance, blackVariance, blackVol, blackVol, blackVol, blackVol, getCPtr

Methods inherited from class org.quantlib.VolatilityTermStructure

getCPtr, maxStrike, minStrike

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

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

HestonBlackVolSurface

protected HestonBlackVolSurface(long cPtr,
                                boolean cMemoryOwn)

HestonBlackVolSurface

public HestonBlackVolSurface(HestonModelHandle hestonModel,
                             AnalyticHestonEngine.ComplexLogFormula cpxLogFormula,
                             AnalyticHestonEngine_Integration integration)

HestonBlackVolSurface

public HestonBlackVolSurface(HestonModelHandle hestonModel,
                             AnalyticHestonEngine.ComplexLogFormula cpxLogFormula)

HestonBlackVolSurface

public HestonBlackVolSurface(HestonModelHandle hestonModel)

Method Detail

getCPtr

protected static long getCPtr(HestonBlackVolSurface obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BlackVolTermStructure

finalize

protected void finalize()

Overrides:

finalize in class BlackVolTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class BlackVolTermStructure