com.github.vonrosen.quantlib

Class HullWhiteProcess

java.lang.Object

com.github.vonrosen.quantlib.StochasticProcess

com.github.vonrosen.quantlib.StochasticProcess1D

com.github.vonrosen.quantlib.HullWhiteProcess

public class HullWhiteProcess
extends StochasticProcess1D

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

Methods inherited from class com.github.vonrosen.quantlib.StochasticProcess1D

apply, diffusion, drift, evolve, expectation, getCPtr, stdDeviation, variance, x0

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

__deref__, asObservable, covariance, diffusion, drift, evolve, expectation, factors, getCPtr, initialValues, isNull, size, stdDeviation

Methods inherited from class java.lang.Object

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

Constructor Detail

HullWhiteProcess

protected HullWhiteProcess(long cPtr,
                           boolean cMemoryOwn)

HullWhiteProcess

public HullWhiteProcess(YieldTermStructureHandle riskFreeTS,
                        double a,
                        double sigma)

Method Detail

getCPtr

protected static long getCPtr(HullWhiteProcess obj)

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Overrides:

delete in class StochasticProcess1D