Have a look at: http://zeromq.org/docs:3-1-upgrade
In zeromq 3.2 HWM has been split into send and receive high water mark: ZMQ_SNDHWM
and ZMQ_RCVHWM
.
The functions you are looking for in jzmq are:
long getRcvHWM()
long getSndHWM()
void setRcvHWM(long rcvHWM)
void setSndHWM(long sndHWM)