Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonRNDCalculator

java.lang.Object

org.quantlib.RiskNeutralDensityCalculator

org.quantlib.HestonRNDCalculator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonRNDCalculator
extends RiskNeutralDensityCalculator
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HestonRNDCalculator(long cPtr, boolean cMemoryOwn)
	HestonRNDCalculator(HestonProcess hestonProcess)
	HestonRNDCalculator(HestonProcess hestonProcess, double integrationEps)
	HestonRNDCalculator(HestonProcess hestonProcess, double integrationEps, long maxIntegrationIterations)

Method Summary

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

Methods inherited from class org.quantlib.RiskNeutralDensityCalculator

cdf, getCPtr, invcdf, pdf

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

HestonRNDCalculator

protected HestonRNDCalculator(long cPtr,
                              boolean cMemoryOwn)

HestonRNDCalculator

public HestonRNDCalculator(HestonProcess hestonProcess,
                           double integrationEps,
                           long maxIntegrationIterations)

HestonRNDCalculator

public HestonRNDCalculator(HestonProcess hestonProcess,
                           double integrationEps)

HestonRNDCalculator

public HestonRNDCalculator(HestonProcess hestonProcess)

Method Detail

getCPtr

protected static long getCPtr(HestonRNDCalculator obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RiskNeutralDensityCalculator

finalize

protected void finalize()

Overrides:

finalize in class RiskNeutralDensityCalculator

delete

public void delete()

Specified by:

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

Overrides:

delete in class RiskNeutralDensityCalculator