com.github.vonrosen.quantlib

Class G2

java.lang.Object

com.github.vonrosen.quantlib.ShortRateModel

com.github.vonrosen.quantlib.G2

public class G2
extends ShortRateModel

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	G2(long cPtr, boolean cMemoryOwn)
	G2(YieldTermStructureHandle termStructure)
	G2(YieldTermStructureHandle termStructure, double a)
	G2(YieldTermStructureHandle termStructure, double a, double sigma)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta)
	G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta, double rho)

Method Summary

Modifier and Type	Method and Description
void	delete()
double	discount(double t)
protected void	finalize()
protected static long	getCPtr(G2 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

G2

protected G2(long cPtr,
             boolean cMemoryOwn)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b,
          double eta,
          double rho)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b,
          double eta)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma,
          double b)

G2

public G2(YieldTermStructureHandle termStructure,
          double a,
          double sigma)

G2

public G2(YieldTermStructureHandle termStructure,
          double a)

G2

public G2(YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(G2 obj)

finalize

protected void finalize()

Overrides:

finalize in class ShortRateModel

delete

public void delete()

Overrides:

delete in class ShortRateModel

discount

public double discount(double t)