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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 3.0.12
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class PiecewiseTimeDependentHestonModel extends CalibratedModel {
private transient long swigCPtr;
protected PiecewiseTimeDependentHestonModel(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.PiecewiseTimeDependentHestonModel_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(PiecewiseTimeDependentHestonModel obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_PiecewiseTimeDependentHestonModel(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid) {
this(QuantLibJNI.new_PiecewiseTimeDependentHestonModel(YieldTermStructureHandle.getCPtr(riskFreeRate), riskFreeRate, YieldTermStructureHandle.getCPtr(dividendYield), dividendYield, QuoteHandle.getCPtr(s0), s0, v0, Parameter.getCPtr(theta), theta, Parameter.getCPtr(kappa), kappa, Parameter.getCPtr(sigma), sigma, Parameter.getCPtr(rho), rho, TimeGrid.getCPtr(timeGrid), timeGrid), true);
}
public double theta(double t) {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_theta(swigCPtr, this, t);
}
public double kappa(double t) {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_kappa(swigCPtr, this, t);
}
public double sigma(double t) {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_sigma(swigCPtr, this, t);
}
public double rho(double t) {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_rho(swigCPtr, this, t);
}
public double v0() {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_v0(swigCPtr, this);
}
public double s0() {
return QuantLibJNI.PiecewiseTimeDependentHestonModel_s0(swigCPtr, this);
}
public TimeGrid timeGrid() {
return new TimeGrid(QuantLibJNI.PiecewiseTimeDependentHestonModel_timeGrid(swigCPtr, this), false);
}
public YieldTermStructureHandle dividendYield() {
return new YieldTermStructureHandle(QuantLibJNI.PiecewiseTimeDependentHestonModel_dividendYield(swigCPtr, this), false);
}
public YieldTermStructureHandle riskFreeRate() {
return new YieldTermStructureHandle(QuantLibJNI.PiecewiseTimeDependentHestonModel_riskFreeRate(swigCPtr, this), false);
}
}
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