Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class KlugeExtOUProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.KlugeExtOUProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	KlugeExtOUProcess(double rho, ExtOUWithJumpsProcess kluge, ExtendedOrnsteinUhlenbeckProcess extOU)
protected	KlugeExtOUProcess(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(KlugeExtOUProcess 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

KlugeExtOUProcess

protected KlugeExtOUProcess(long cPtr,
                            boolean cMemoryOwn)

KlugeExtOUProcess

public KlugeExtOUProcess(double rho,
                         ExtOUWithJumpsProcess kluge,
                         ExtendedOrnsteinUhlenbeckProcess extOU)

Method Detail

getCPtr

protected static long getCPtr(KlugeExtOUProcess 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