Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HullWhiteForwardProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.HullWhiteForwardProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HullWhiteForwardProcess
extends StochasticProcess1D
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	HullWhiteForwardProcess(long cPtr, boolean cMemoryOwn)
	HullWhiteForwardProcess(YieldTermStructureHandle riskFreeTS, double a, double sigma)

Method Summary

Modifier and Type	Method	Description
double	alpha(double t)
double	B(double t, double T)
void	delete()
protected void	finalize()
protected static long	getCPtr(HullWhiteForwardProcess obj)
double	M_T(double s, double t, double T)
void	setForwardMeasureTime(double t)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

HullWhiteForwardProcess

protected HullWhiteForwardProcess(long cPtr,
                                  boolean cMemoryOwn)

HullWhiteForwardProcess

public HullWhiteForwardProcess(YieldTermStructureHandle riskFreeTS,
                               double a,
                               double sigma)

Method Detail

getCPtr

protected static long getCPtr(HullWhiteForwardProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess1D

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess1D

alpha

public double alpha(double t)

M_T

public double M_T(double s,
                  double t,
                  double T)

B

public double B(double t,
                double T)

setForwardMeasureTime

public void setForwardMeasureTime(double t)