- 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.DiscretizationBroadieKayaExactSchemeLaguerrestatic HestonProcess.DiscretizationBroadieKayaExactSchemeLobattostatic HestonProcess.DiscretizationBroadieKayaExactSchemeTrapezoidalstatic HestonProcess.DiscretizationFullTruncationstatic HestonProcess.DiscretizationNonCentralChiSquareVariancestatic HestonProcess.DiscretizationPartialTruncationstatic HestonProcess.DiscretizationQuadraticExponentialstatic HestonProcess.DiscretizationQuadraticExponentialMartingalestatic HestonProcess.DiscretizationReflection
-
Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static HestonProcess.DiscretizationswigToEnum(int swigValue)intswigValue()StringtoString()
-
-
-
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()
-
swigToEnum
public static HestonProcess.Discretization swigToEnum(int swigValue)
-
-