com.github.vonrosen.quantlib

Class Merton76Process

java.lang.Object

com.github.vonrosen.quantlib.StochasticProcess

com.github.vonrosen.quantlib.StochasticProcess1D

com.github.vonrosen.quantlib.Merton76Process

public class Merton76Process
extends StochasticProcess1D

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Merton76Process(long cPtr, boolean cMemoryOwn)
	Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Merton76Process 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

Merton76Process

protected Merton76Process(long cPtr,
                          boolean cMemoryOwn)

Merton76Process

public Merton76Process(QuoteHandle stateVariable,
                       YieldTermStructureHandle dividendTS,
                       YieldTermStructureHandle riskFreeTS,
                       BlackVolTermStructureHandle volTS,
                       QuoteHandle jumpIntensity,
                       QuoteHandle meanLogJump,
                       QuoteHandle jumpVolatility)

Method Detail

getCPtr

protected static long getCPtr(Merton76Process obj)

finalize

protected void finalize()

Overrides:

finalize in class StochasticProcess1D

delete

public void delete()

Overrides:

delete in class StochasticProcess1D