com.github.vonrosen.quantlib

Class HestonModel

java.lang.Object

com.github.vonrosen.quantlib.CalibratedModel

com.github.vonrosen.quantlib.HestonModel

Direct Known Subclasses:

BatesModel

public class HestonModel
extends CalibratedModel

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	HestonModel(HestonProcess process)
protected	HestonModel(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(HestonModel obj)
double	kappa()
double	rho()
double	sigma()
double	theta()
double	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

HestonModel

protected HestonModel(long cPtr,
                      boolean cMemoryOwn)

HestonModel

public HestonModel(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(HestonModel obj)

finalize

protected void finalize()

Overrides:

finalize in class CalibratedModel

delete

public void delete()

Overrides:

delete in class CalibratedModel

theta

public double theta()

kappa

public double kappa()

sigma

public double sigma()

rho

public double rho()

v0

public double v0()