Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonModelHandle

java.lang.Object

org.quantlib.HestonModelHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonModelHandle
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
	HestonModelHandle()
protected	HestonModelHandle(long cPtr, boolean cMemoryOwn)
	HestonModelHandle(HestonModel arg0)

Method Summary

Modifier and Type	Method	Description
HestonModel	__deref__()
Observable	asObservable()
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
Constraint	constraint()
HestonModel	currentLink()
void	delete()
boolean	empty()
EndCriteria.Type	endCriteria()
protected void	finalize()
int	functionEvaluation()
protected static long	getCPtr(HestonModelHandle obj)
double	kappa()
Array	params()
Array	problemValues()
double	rho()
void	setParams(Array params)
double	sigma()
protected static long	swigRelease(HestonModelHandle obj)
double	theta()
double	v0()
double	value(Array params, CalibrationHelperVector arg1)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

HestonModelHandle

protected HestonModelHandle(long cPtr,
                            boolean cMemoryOwn)

HestonModelHandle

public HestonModelHandle(HestonModel arg0)

HestonModelHandle

public HestonModelHandle()

Method Detail

getCPtr

protected static long getCPtr(HestonModelHandle obj)

swigRelease

protected static long swigRelease(HestonModelHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

__deref__

public HestonModel __deref__()

currentLink

public HestonModel currentLink()

empty

public boolean empty()

asObservable

public Observable asObservable()

theta

public double theta()

kappa

public double kappa()

sigma

public double sigma()

rho

public double rho()

v0

public double v0()

params

public Array params()

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights,
                      BoolVector fixParameters)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2)

setParams

public void setParams(Array params)

value

public double value(Array params,
                    CalibrationHelperVector arg1)

constraint

public Constraint constraint()

endCriteria

public EndCriteria.Type endCriteria()

problemValues

public Array problemValues()

functionEvaluation

public int functionEvaluation()