MarketModel (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.MarketModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

AbcdVol
```
public class MarketModel
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier Constructor Description

protected MarketModel(long cPtr, boolean cMemoryOwn)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`Matrix`	`covariance(long i)`
`void`	`delete()`
`DoubleVector`	`displacements()`
`EvolutionDescription`	`evolution()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(MarketModel obj)`
`DoubleVector`	`initialRates()`
`long`	`numberOfFactors()`
`long`	`numberOfRates()`
`long`	`numberOfSteps()`
`Matrix`	`pseudoRoot(long i)`
`protected void`	`swigSetCMemOwn(boolean own)`
`DoubleVector`	`timeDependentVolatility(long i)`
`Matrix`	`totalCovariance(long endIndex)`

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

MarketModel

protected MarketModel(long cPtr,
                      boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(MarketModel obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

finalize
```
protected void finalize()
```
Overrides:

finalize in class Object

delete
```
public void delete()
```
Specified by:

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

initialRates
```
public DoubleVector initialRates()
```

displacements
```
public DoubleVector displacements()
```

evolution

public EvolutionDescription evolution()

numberOfRates
```
public long numberOfRates()
```

numberOfFactors
```
public long numberOfFactors()
```

numberOfSteps
```
public long numberOfSteps()
```

pseudoRoot
```
public Matrix pseudoRoot(long i)
```

covariance
```
public Matrix covariance(long i)
```

totalCovariance

public Matrix totalCovariance(long endIndex)

timeDependentVolatility

public DoubleVector timeDependentVolatility(long i)