Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticContinuousGeometricAveragePriceAsianHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticContinuousGeometricAveragePriceAsianHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AnalyticContinuousGeometricAveragePriceAsianHestonEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticContinuousGeometricAveragePriceAsianHestonEngine(long cPtr, boolean cMemoryOwn)
	AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process)
	AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process, long summationCutoff)
	AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process, long summationCutoff, double xiRightLimit)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AnalyticContinuousGeometricAveragePriceAsianHestonEngine obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.PricingEngine

getCPtr

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

AnalyticContinuousGeometricAveragePriceAsianHestonEngine

protected AnalyticContinuousGeometricAveragePriceAsianHestonEngine(long cPtr,
                                                                   boolean cMemoryOwn)

AnalyticContinuousGeometricAveragePriceAsianHestonEngine

public AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process,
                                                                long summationCutoff,
                                                                double xiRightLimit)

AnalyticContinuousGeometricAveragePriceAsianHestonEngine

public AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process,
                                                                long summationCutoff)

AnalyticContinuousGeometricAveragePriceAsianHestonEngine

public AnalyticContinuousGeometricAveragePriceAsianHestonEngine(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(AnalyticContinuousGeometricAveragePriceAsianHestonEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PricingEngine

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class PricingEngine