Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonModelHelper

java.lang.Object

org.quantlib.CalibrationHelper

org.quantlib.BlackCalibrationHelper

org.quantlib.HestonModelHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonModelHelper
extends BlackCalibrationHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.BlackCalibrationHelper

BlackCalibrationHelper.CalibrationErrorType

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HestonModelHelper(long cPtr, boolean cMemoryOwn)
	HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield)
	HestonModelHelper(Period maturity, Calendar calendar, double s0, double strikePrice, QuoteHandle volatility, YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, BlackCalibrationHelper.CalibrationErrorType errorType)

Method Summary

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

Methods inherited from class org.quantlib.BlackCalibrationHelper

blackPrice, calibrationError, getCPtr, impliedVolatility, marketValue, modelValue, setPricingEngine, volatility, volatilityType

Methods inherited from class org.quantlib.CalibrationHelper

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

HestonModelHelper

protected HestonModelHelper(long cPtr,
                            boolean cMemoryOwn)

HestonModelHelper

public HestonModelHelper(Period maturity,
                         Calendar calendar,
                         double s0,
                         double strikePrice,
                         QuoteHandle volatility,
                         YieldTermStructureHandle riskFreeRate,
                         YieldTermStructureHandle dividendYield,
                         BlackCalibrationHelper.CalibrationErrorType errorType)

HestonModelHelper

public HestonModelHelper(Period maturity,
                         Calendar calendar,
                         double s0,
                         double strikePrice,
                         QuoteHandle volatility,
                         YieldTermStructureHandle riskFreeRate,
                         YieldTermStructureHandle dividendYield)

Method Detail

getCPtr

protected static long getCPtr(HestonModelHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BlackCalibrationHelper

finalize

protected void finalize()

Overrides:

finalize in class BlackCalibrationHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class BlackCalibrationHelper