Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonProcess.Discretization

java.lang.Object

org.quantlib.HestonProcess.Discretization

Enclosing class:

HestonProcess

public static final class HestonProcess.Discretization
extends Object

Field Summary

Fields

Modifier and Type	Field	Description
static HestonProcess.Discretization	BroadieKayaExactSchemeLaguerre
static HestonProcess.Discretization	BroadieKayaExactSchemeLobatto
static HestonProcess.Discretization	BroadieKayaExactSchemeTrapezoidal
static HestonProcess.Discretization	FullTruncation
static HestonProcess.Discretization	NonCentralChiSquareVariance
static HestonProcess.Discretization	PartialTruncation
static HestonProcess.Discretization	QuadraticExponential
static HestonProcess.Discretization	QuadraticExponentialMartingale
static HestonProcess.Discretization	Reflection

Method Summary

Modifier and Type	Method	Description
static HestonProcess.Discretization	swigToEnum(int swigValue)
int	swigValue()
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

PartialTruncation

public static final HestonProcess.Discretization PartialTruncation

FullTruncation

public static final HestonProcess.Discretization FullTruncation

Reflection

public static final HestonProcess.Discretization Reflection

NonCentralChiSquareVariance

public static final HestonProcess.Discretization NonCentralChiSquareVariance

QuadraticExponential

public static final HestonProcess.Discretization QuadraticExponential

QuadraticExponentialMartingale

public static final HestonProcess.Discretization QuadraticExponentialMartingale

BroadieKayaExactSchemeLobatto

public static final HestonProcess.Discretization BroadieKayaExactSchemeLobatto

BroadieKayaExactSchemeLaguerre

public static final HestonProcess.Discretization BroadieKayaExactSchemeLaguerre

BroadieKayaExactSchemeTrapezoidal

public static final HestonProcess.Discretization BroadieKayaExactSchemeTrapezoidal

Method Detail

swigValue

public final int swigValue()

toString

public String toString()

Overrides:

toString in class Object

swigToEnum

public static HestonProcess.Discretization swigToEnum(int swigValue)