HestonModel (QuantLib module 1.32.0 API)

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

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BatesModel
```
public class HestonModel
extends CalibratedModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier Constructor Description

protected HestonModel(long cPtr, boolean cMemoryOwn)

HestonModel(HestonProcess process)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`delete()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(HestonModel obj)`
`double`	`kappa()`
`double`	`rho()`
`double`	`sigma()`
`protected void`	`swigSetCMemOwn(boolean own)`
`double`	`theta()`
`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

HestonModel

protected HestonModel(long cPtr,
                      boolean cMemoryOwn)

HestonModel

public HestonModel(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(HestonModel 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

theta
```
public double theta()
```

kappa
```
public double kappa()
```

sigma
```
public double sigma()
```

rho
```
public double rho()
```

v0
```
public double v0()
```