Uses of Class
org.quantlib.ExtendedOrnsteinUhlenbeckProcess

Uses of ExtendedOrnsteinUhlenbeckProcess in org.quantlib

Methods in org.quantlib with parameters of type ExtendedOrnsteinUhlenbeckProcess

Modifier and Type	Method	Description
protected static long	ExtendedOrnsteinUhlenbeckProcess.getCPtr(ExtendedOrnsteinUhlenbeckProcess obj)

Constructors in org.quantlib with parameters of type ExtendedOrnsteinUhlenbeckProcess

Constructor	Description
ExtOUWithJumpsProcess(ExtendedOrnsteinUhlenbeckProcess process, double Y0, double beta, double jumpIntensity, double eta)
KlugeExtOUProcess(double rho, ExtOUWithJumpsProcess kluge, ExtendedOrnsteinUhlenbeckProcess extOU)