Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OrnsteinUhlenbeckProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.OrnsteinUhlenbeckProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class OrnsteinUhlenbeckProcess
extends StochasticProcess1D
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	OrnsteinUhlenbeckProcess(double speed, double vol)
	OrnsteinUhlenbeckProcess(double speed, double vol, double x0)
	OrnsteinUhlenbeckProcess(double speed, double vol, double x0, double level)
protected	OrnsteinUhlenbeckProcess(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(OrnsteinUhlenbeckProcess obj)
double	level()
double	speed()
protected void	swigSetCMemOwn(boolean own)
double	volatility()

Methods inherited from class org.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

OrnsteinUhlenbeckProcess

protected OrnsteinUhlenbeckProcess(long cPtr,
                                   boolean cMemoryOwn)

OrnsteinUhlenbeckProcess

public OrnsteinUhlenbeckProcess(double speed,
                                double vol,
                                double x0,
                                double level)

OrnsteinUhlenbeckProcess

public OrnsteinUhlenbeckProcess(double speed,
                                double vol,
                                double x0)

OrnsteinUhlenbeckProcess

public OrnsteinUhlenbeckProcess(double speed,
                                double vol)

Method Detail

getCPtr

protected static long getCPtr(OrnsteinUhlenbeckProcess obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class StochasticProcess1D

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Specified by:

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

Overrides:

delete in class StochasticProcess1D

speed

public double speed()

volatility

public double volatility()

level

public double level()