org.jquantlib.model.equity

Class BatesDoubleExpModel

java.lang.Object

org.jquantlib.model.CalibratedModel

org.jquantlib.model.equity.HestonModel

org.jquantlib.model.equity.BatesDoubleExpModel

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

BatesDoubleExpModel.BatesDoubleExpDetJumpModel

public class BatesDoubleExpModel
extends HestonModel

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	BatesDoubleExpModel.BatesDoubleExpDetJumpModel

Constructor Summary

Constructors

Constructor and Description
BatesDoubleExpModel(HestonProcess process)
BatesDoubleExpModel(HestonProcess process, double lambda, double nuUp, double nuDown, double p)

Method Summary

Modifier and Type	Method and Description
double	lambda()
double	nuDown()
double	nuUp()
double	p()

Methods inherited from class org.jquantlib.model.equity.HestonModel

generateArguments, kappa, rho, sigma, theta, v0

Methods inherited from class org.jquantlib.model.CalibratedModel

addObserver, calibrate, constraint, countObservers, deleteObserver, deleteObservers, endCriteria, getObservers, notifyObservers, notifyObservers, params, setParams, update, value

Methods inherited from class java.lang.Object

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

Constructor Detail

BatesDoubleExpModel

public BatesDoubleExpModel(HestonProcess process)

BatesDoubleExpModel

public BatesDoubleExpModel(HestonProcess process,
                           double lambda,
                           double nuUp,
                           double nuDown,
                           double p)

Method Detail

p

public double p()

nuDown

public double nuDown()

nuUp

public double nuUp()

lambda

public double lambda()