- 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 protectedHestonModelHelper(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
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(HestonModelHelper obj)protected voidswigSetCMemOwn(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
-
-
-
-
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:
swigSetCMemOwnin classBlackCalibrationHelper
-
finalize
protected void finalize()
- Overrides:
finalizein classBlackCalibrationHelper
-
delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classBlackCalibrationHelper
-
-