com.github.vonrosen.quantlib

Class Vasicek

java.lang.Object

com.github.vonrosen.quantlib.ShortRateModel

com.github.vonrosen.quantlib.Vasicek

public class Vasicek
extends ShortRateModel

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Vasicek()
	Vasicek(double r0)
	Vasicek(double r0, double a)
	Vasicek(double r0, double a, double b)
	Vasicek(double r0, double a, double b, double sigma)
	Vasicek(double r0, double a, double b, double sigma, double lambda)
protected	Vasicek(long cPtr, boolean cMemoryOwn)

Method Summary

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

Vasicek

protected Vasicek(long cPtr,
                  boolean cMemoryOwn)

Vasicek

public Vasicek(double r0,
               double a,
               double b,
               double sigma,
               double lambda)

Vasicek

public Vasicek(double r0,
               double a,
               double b,
               double sigma)

Vasicek

public Vasicek(double r0,
               double a,
               double b)

Vasicek

public Vasicek(double r0,
               double a)

Vasicek

public Vasicek(double r0)

Vasicek

public Vasicek()

Method Detail

getCPtr

protected static long getCPtr(Vasicek 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)