com.github.vonrosen.quantlib

Class HullWhite

java.lang.Object

com.github.vonrosen.quantlib.ShortRateModel

com.github.vonrosen.quantlib.HullWhite

public class HullWhite
extends ShortRateModel

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

HullWhite

protected HullWhite(long cPtr,
                    boolean cMemoryOwn)

HullWhite

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

HullWhite

public HullWhite(YieldTermStructureHandle termStructure,
                 double a)

HullWhite

public HullWhite(YieldTermStructureHandle termStructure)

Method Detail

getCPtr

protected static long getCPtr(HullWhite 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)