Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonSLVFDMModel

java.lang.Object

org.quantlib.HestonSLVFDMModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonSLVFDMModel
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HestonSLVFDMModel(long cPtr, boolean cMemoryOwn)
	HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params)
	HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging)
	HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates)
	HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates, double mixingFactor)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(HestonSLVFDMModel obj)
HestonProcess	hestonProcess()
LocalVolTermStructure	leverageFunction()
LocalVolTermStructure	localVol()
protected static long	swigRelease(HestonSLVFDMModel obj)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

HestonSLVFDMModel

protected HestonSLVFDMModel(long cPtr,
                            boolean cMemoryOwn)

HestonSLVFDMModel

public HestonSLVFDMModel(LocalVolTermStructure localVol,
                         HestonModel model,
                         Date endDate,
                         HestonSLVFokkerPlanckFdmParams params,
                         boolean logging,
                         DateVector mandatoryDates,
                         double mixingFactor)

HestonSLVFDMModel

public HestonSLVFDMModel(LocalVolTermStructure localVol,
                         HestonModel model,
                         Date endDate,
                         HestonSLVFokkerPlanckFdmParams params,
                         boolean logging,
                         DateVector mandatoryDates)

HestonSLVFDMModel

public HestonSLVFDMModel(LocalVolTermStructure localVol,
                         HestonModel model,
                         Date endDate,
                         HestonSLVFokkerPlanckFdmParams params,
                         boolean logging)

HestonSLVFDMModel

public HestonSLVFDMModel(LocalVolTermStructure localVol,
                         HestonModel model,
                         Date endDate,
                         HestonSLVFokkerPlanckFdmParams params)

Method Detail

getCPtr

protected static long getCPtr(HestonSLVFDMModel obj)

swigRelease

protected static long swigRelease(HestonSLVFDMModel obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

hestonProcess

public HestonProcess hestonProcess()

localVol

public LocalVolTermStructure localVol()

leverageFunction

public LocalVolTermStructure leverageFunction()