Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonSLVProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.HestonSLVProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonSLVProcess
extends StochasticProcess
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HestonSLVProcess(long cPtr, boolean cMemoryOwn)
	HestonSLVProcess(HestonProcess hestonProcess, LocalVolTermStructure leverageFct)
	HestonSLVProcess(HestonProcess hestonProcess, LocalVolTermStructure leverageFct, double mixingFactor)

Method Summary

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

Methods inherited from class org.quantlib.StochasticProcess

covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, size, stdDeviation

Methods inherited from class org.quantlib.Observable

getCPtr

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

HestonSLVProcess

protected HestonSLVProcess(long cPtr,
                           boolean cMemoryOwn)

HestonSLVProcess

public HestonSLVProcess(HestonProcess hestonProcess,
                        LocalVolTermStructure leverageFct,
                        double mixingFactor)

HestonSLVProcess

public HestonSLVProcess(HestonProcess hestonProcess,
                        LocalVolTermStructure leverageFct)

Method Detail

getCPtr

protected static long getCPtr(HestonSLVProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess