Vasicek (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.Observable
- - org.quantlib.CalibratedModel
  - - org.quantlib.ShortRateModel
    - - org.quantlib.OneFactorAffineModel
      - org.quantlib.Vasicek

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

HullWhite
```
public class Vasicek
extends OneFactorAffineModel
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier	Constructor	Description
	`Vasicek()`
	`Vasicek(double r0)`
	`Vasicek(double r0, double a)`
	`Vasicek(double r0, double a, double b)`
	`Vasicek(double r0, double a, double b, double sigma)`
	`Vasicek(double r0, double a, double b, double sigma, double lambda)`
`protected`	`Vasicek(long cPtr, boolean cMemoryOwn)`

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`delete()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(Vasicek obj)`
`protected void`	`swigSetCMemOwn(boolean own)`

Methods inherited from class org.quantlib.OneFactorAffineModel
discount, discountBond, discountBond, getCPtr

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

Vasicek

protected Vasicek(long cPtr,
                  boolean cMemoryOwn)

Vasicek

public Vasicek(double r0,
               double a,
               double b,
               double sigma,
               double lambda)

Vasicek

public Vasicek(double r0,
               double a,
               double b,
               double sigma)

Vasicek

public Vasicek(double r0,
               double a,
               double b)

Vasicek

public Vasicek(double r0,
               double a)

Vasicek
```
public Vasicek(double r0)
```

Vasicek
```
public Vasicek()
```

Method Detail
- getCPtr
```
protected static long getCPtr(Vasicek obj)
```
- swigSetCMemOwn
```
protected void swigSetCMemOwn(boolean own)
```
  Overrides:
  
  swigSetCMemOwn in class OneFactorAffineModel
- finalize
```
protected void finalize()
```
  Overrides:
  
  finalize in class OneFactorAffineModel
- delete
```
public void delete()
```
  Specified by:
  
  delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
  
  Overrides:
  
  delete in class OneFactorAffineModel