com.github.vonrosen.quantlib

Class ShortRateModel

java.lang.Object

com.github.vonrosen.quantlib.ShortRateModel

Direct Known Subclasses:

BlackKarasinski, G2, HullWhite, Vasicek

public class ShortRateModel
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ShortRateModel()
protected	ShortRateModel(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_ShortRateModel	__deref__()
Observable	asObservable()
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	delete()
EndCriteria.Type	endCriteria()
protected void	finalize()
protected static long	getCPtr(ShortRateModel obj)
boolean	isNull()
Array	params()
void	setParams(Array params)
double	value(Array params, CalibrationHelperVector arg1)

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

ShortRateModel

protected ShortRateModel(long cPtr,
                         boolean cMemoryOwn)

ShortRateModel

public ShortRateModel()

Method Detail

getCPtr

protected static long getCPtr(ShortRateModel obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_ShortRateModel __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

params

public Array params()

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights,
                      BoolVector fixParameters)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint,
                      DoubleVector weights)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2,
                      Constraint constraint)

calibrate

public void calibrate(CalibrationHelperVector arg0,
                      OptimizationMethod arg1,
                      EndCriteria arg2)

value

public double value(Array params,
                    CalibrationHelperVector arg1)

endCriteria

public EndCriteria.Type endCriteria()

setParams

public void setParams(Array params)