com.github.vonrosen.quantlib

Class BlackKarasinski

java.lang.Object

com.github.vonrosen.quantlib.ShortRateModel

com.github.vonrosen.quantlib.BlackKarasinski

public class BlackKarasinski
extends ShortRateModel

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BlackKarasinski(long cPtr, boolean cMemoryOwn)
	BlackKarasinski(YieldTermStructureHandle termStructure)
	BlackKarasinski(YieldTermStructureHandle termStructure, double a)
	BlackKarasinski(YieldTermStructureHandle termStructure, double a, double sigma)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(BlackKarasinski obj)

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

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

Methods inherited from class java.lang.Object

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

Constructor Detail

BlackKarasinski

protected BlackKarasinski(long cPtr,
                          boolean cMemoryOwn)

BlackKarasinski

public BlackKarasinski(YieldTermStructureHandle termStructure,
                       double a,
                       double sigma)

BlackKarasinski

public BlackKarasinski(YieldTermStructureHandle termStructure,
                       double a)

BlackKarasinski

public BlackKarasinski(YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(BlackKarasinski obj)

finalize

protected void finalize()

Overrides:

finalize in class ShortRateModel

delete

public void delete()

Overrides:

delete in class ShortRateModel