Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class VarianceGammaProcess

java.lang.Object

org.quantlib.Observable

org.quantlib.StochasticProcess

org.quantlib.StochasticProcess1D

org.quantlib.VarianceGammaProcess

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	VarianceGammaProcess(long cPtr, boolean cMemoryOwn)
	VarianceGammaProcess(QuoteHandle s0, YieldTermStructureHandle dividendYield, YieldTermStructureHandle riskFreeRate, double sigma, double nu, double theta)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(VarianceGammaProcess obj)
protected void	swigSetCMemOwn(boolean own)

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

VarianceGammaProcess

protected VarianceGammaProcess(long cPtr,
                               boolean cMemoryOwn)

VarianceGammaProcess

public VarianceGammaProcess(QuoteHandle s0,
                            YieldTermStructureHandle dividendYield,
                            YieldTermStructureHandle riskFreeRate,
                            double sigma,
                            double nu,
                            double theta)

Method Detail

getCPtr

protected static long getCPtr(VarianceGammaProcess 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