Record Class Heston.Params

java.lang.Object
java.lang.Record
com.quantfinlib.pricing.Heston.Params
Enclosing class:
Heston
public static record Heston.Params(double kappa, double theta, double sigmaV, double rho, double v0) extends Record
Model parameters. feller() tells you which regime you are in.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Params(double kappa, double theta, double sigmaV, double rho, double v0)
    Creates an instance of a Params record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    feller()
    The Feller ratio 2κθ/σᵥ²; ≥ 1 keeps variance strictly positive.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    kappa()
    Returns the value of the kappa record component.
    double
    rho()
    Returns the value of the rho record component.
    double
    sigmaV()
    Returns the value of the sigmaV record component.
    double
    theta()
    Returns the value of the theta record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    v0()
    Returns the value of the v0 record component.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Params

      public Params(double kappa, double theta, double sigmaV, double rho, double v0)
      Creates an instance of a Params record class.
      Parameters:
      kappa - the value for the kappa record component
      theta - the value for the theta record component
      sigmaV - the value for the sigmaV record component
      rho - the value for the rho record component
      v0 - the value for the v0 record component

  • Method Details

    • feller

      public double feller()
      The Feller ratio 2κθ/σᵥ²; ≥ 1 keeps variance strictly positive.

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • kappa

      public double kappa()
      Returns the value of the kappa record component.
      Returns:
      the value of the kappa record component

    • theta

      public double theta()
      Returns the value of the theta record component.
      Returns:
      the value of the theta record component

    • sigmaV

      public double sigmaV()
      Returns the value of the sigmaV record component.
      Returns:
      the value of the sigmaV record component

    • rho

      public double rho()
      Returns the value of the rho record component.
      Returns:
      the value of the rho record component

    • v0

      public double v0()
      Returns the value of the v0 record component.
      Returns:
      the value of the v0 record component