Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonSLVMCModel

java.lang.Object

org.quantlib.HestonSLVMCModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonSLVMCModel
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	HestonSLVMCModel(long cPtr, boolean cMemoryOwn)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates)
	HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor)

Method Summary

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

HestonSLVMCModel

protected HestonSLVMCModel(long cPtr,
                           boolean cMemoryOwn)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate,
                        long timeStepsPerYear,
                        long nBins,
                        long calibrationPaths,
                        DateVector mandatoryDates,
                        double mixingFactor)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate,
                        long timeStepsPerYear,
                        long nBins,
                        long calibrationPaths,
                        DateVector mandatoryDates)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate,
                        long timeStepsPerYear,
                        long nBins,
                        long calibrationPaths)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate,
                        long timeStepsPerYear,
                        long nBins)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate,
                        long timeStepsPerYear)

HestonSLVMCModel

public HestonSLVMCModel(LocalVolTermStructure localVol,
                        HestonModel model,
                        BrownianGeneratorFactory brownianGeneratorFactory,
                        Date endDate)

Method Detail

getCPtr

protected static long getCPtr(HestonSLVMCModel obj)

swigRelease

protected static long swigRelease(HestonSLVMCModel 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()