org.jquantlib.model.equity

Class BatesModel

java.lang.Object

org.jquantlib.model.CalibratedModel

org.jquantlib.model.equity.HestonModel

org.jquantlib.model.equity.BatesModel

All Implemented Interfaces:

Observable, Observer

public class BatesModel
extends HestonModel

Constructor Summary

Constructors

Constructor and Description
BatesModel(HestonProcess process)
BatesModel(HestonProcess process, double lambda, double nu, double delta)

Method Summary

Modifier and Type	Method and Description
double	delta()
double	lambda()
double	nu()

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

BatesModel

public BatesModel(HestonProcess process,
                  double lambda,
                  double nu,
                  double delta)

BatesModel

public BatesModel(HestonProcess process)

Method Detail

nu

public double nu()

delta

public double delta()

lambda

public double lambda()