Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class RiskNeutralDensityCalculator

java.lang.Object

org.quantlib.RiskNeutralDensityCalculator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BSMRNDCalculator, CEVRNDCalculator, GBSMRNDCalculator, HestonRNDCalculator, LocalVolRNDCalculator, SquareRootProcessRNDCalculator

public class RiskNeutralDensityCalculator
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	cdf(double x, double t)
void	delete()
protected void	finalize()
protected static long	getCPtr(RiskNeutralDensityCalculator obj)
double	invcdf(double p, double t)
double	pdf(double x, double t)
protected void	swigSetCMemOwn(boolean own)

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

RiskNeutralDensityCalculator

protected RiskNeutralDensityCalculator(long cPtr,
                                       boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(RiskNeutralDensityCalculator 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

pdf

public double pdf(double x,
                  double t)

cdf

public double cdf(double x,
                  double t)

invcdf

public double invcdf(double p,
                     double t)