Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OneFactorAffineModel

java.lang.Object

org.quantlib.Observable

org.quantlib.CalibratedModel

org.quantlib.ShortRateModel

org.quantlib.OneFactorAffineModel

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

Vasicek

public class OneFactorAffineModel
extends ShortRateModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OneFactorAffineModel(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	discount(double t)
double	discountBond(double now, double maturity, double rate)
double	discountBond(double now, double maturity, Array factors)
protected void	finalize()
protected static long	getCPtr(OneFactorAffineModel obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.ShortRateModel

getCPtr

Methods inherited from class org.quantlib.CalibratedModel

calibrate, calibrate, calibrate, calibrate, constraint, endCriteria, functionEvaluation, getCPtr, params, problemValues, setParams, value

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

OneFactorAffineModel

protected OneFactorAffineModel(long cPtr,
                               boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(OneFactorAffineModel obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class ShortRateModel

finalize

protected void finalize()

Overrides:

finalize in class ShortRateModel

delete

public void delete()

Specified by:

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

Overrides:

delete in class ShortRateModel

discountBond

public double discountBond(double now,
                           double maturity,
                           Array factors)

discountBond

public double discountBond(double now,
                           double maturity,
                           double rate)

discount

public double discount(double t)