Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LMMDriftCalculator

java.lang.Object

org.quantlib.LMMDriftCalculator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class LMMDriftCalculator
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	LMMDriftCalculator(long cPtr, boolean cMemoryOwn)
	LMMDriftCalculator(Matrix pseudo, DoubleVector displacements, DoubleVector taus, long numeraire, long alive)

Method Summary

Modifier and Type	Method	Description
void	compute(DoubleVector fwds, DoubleVector drifts)
void	compute(LMMCurveState cs, DoubleVector drifts)
void	computePlain(DoubleVector fwds, DoubleVector drifts)
void	computePlain(LMMCurveState cs, DoubleVector drifts)
void	computeReduced(DoubleVector fwds, DoubleVector drifts)
void	computeReduced(LMMCurveState cs, DoubleVector drifts)
void	delete()
protected void	finalize()
protected static long	getCPtr(LMMDriftCalculator obj)
protected static long	swigRelease(LMMDriftCalculator 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

LMMDriftCalculator

protected LMMDriftCalculator(long cPtr,
                             boolean cMemoryOwn)

LMMDriftCalculator

public LMMDriftCalculator(Matrix pseudo,
                          DoubleVector displacements,
                          DoubleVector taus,
                          long numeraire,
                          long alive)

Method Detail

getCPtr

protected static long getCPtr(LMMDriftCalculator obj)

swigRelease

protected static long swigRelease(LMMDriftCalculator obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

compute

public void compute(LMMCurveState cs,
                    DoubleVector drifts)

compute

public void compute(DoubleVector fwds,
                    DoubleVector drifts)

computePlain

public void computePlain(LMMCurveState cs,
                         DoubleVector drifts)

computePlain

public void computePlain(DoubleVector fwds,
                         DoubleVector drifts)

computeReduced

public void computeReduced(LMMCurveState cs,
                           DoubleVector drifts)

computeReduced

public void computeReduced(DoubleVector fwds,
                           DoubleVector drifts)