- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.StochasticProcess
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- org.quantlib.StochasticProcess1D
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- org.quantlib.Merton76Process
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class Merton76Process extends StochasticProcess1D implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedMerton76Process(long cPtr, boolean cMemoryOwn)Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(Merton76Process obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.StochasticProcess1D
apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0
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Methods inherited from class org.quantlib.StochasticProcess
covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, size, stdDeviation
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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Merton76Process
protected Merton76Process(long cPtr, boolean cMemoryOwn)
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Merton76Process
public Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)
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Method Detail
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getCPtr
protected static long getCPtr(Merton76Process obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classStochasticProcess1D
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finalize
protected void finalize()
- Overrides:
finalizein classStochasticProcess1D
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classStochasticProcess1D
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