com.github.vonrosen.quantlib

Class BatesModel

java.lang.Object

com.github.vonrosen.quantlib.CalibratedModel

com.github.vonrosen.quantlib.HestonModel

com.github.vonrosen.quantlib.BatesModel

public class BatesModel
extends HestonModel

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.CalibratedModel

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BatesModel(BatesProcess process)
protected	BatesModel(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
double	delta()
protected void	finalize()
protected static long	getCPtr(BatesModel obj)
double	lambda()
double	nu()

Methods inherited from class com.github.vonrosen.quantlib.HestonModel

getCPtr, kappa, rho, sigma, theta, v0

Methods inherited from class com.github.vonrosen.quantlib.CalibratedModel

__deref__, asObservable, calibrate, calibrate, calibrate, getCPtr, isNull, params, setParams, value

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BatesModel

protected BatesModel(long cPtr,
                     boolean cMemoryOwn)

BatesModel

public BatesModel(BatesProcess process)

Method Detail

getCPtr

protected static long getCPtr(BatesModel obj)

finalize

protected void finalize()

Overrides:

finalize in class HestonModel

delete

public void delete()

Overrides:

delete in class HestonModel

nu

public double nu()

delta

public double delta()

lambda

public double lambda()