Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SquareRootProcessRNDCalculator

java.lang.Object

org.quantlib.RiskNeutralDensityCalculator

org.quantlib.SquareRootProcessRNDCalculator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	SquareRootProcessRNDCalculator(double v0, double kappa, double theta, double sigma)
protected	SquareRootProcessRNDCalculator(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(SquareRootProcessRNDCalculator obj)
double	stationary_cdf(double v)
double	stationary_invcdf(double q)
double	stationary_pdf(double v)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.RiskNeutralDensityCalculator

cdf, getCPtr, invcdf, pdf

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

SquareRootProcessRNDCalculator

protected SquareRootProcessRNDCalculator(long cPtr,
                                         boolean cMemoryOwn)

SquareRootProcessRNDCalculator

public SquareRootProcessRNDCalculator(double v0,
                                      double kappa,
                                      double theta,
                                      double sigma)

Method Detail

getCPtr

protected static long getCPtr(SquareRootProcessRNDCalculator obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RiskNeutralDensityCalculator

finalize

protected void finalize()

Overrides:

finalize in class RiskNeutralDensityCalculator

delete

public void delete()

Specified by:

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

Overrides:

delete in class RiskNeutralDensityCalculator

stationary_pdf

public double stationary_pdf(double v)

stationary_cdf

public double stationary_cdf(double v)

stationary_invcdf

public double stationary_invcdf(double q)