Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticEuropeanMargrabeEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticEuropeanMargrabeEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticEuropeanMargrabeEngine(long cPtr, boolean cMemoryOwn)
	AnalyticEuropeanMargrabeEngine(GeneralizedBlackScholesProcess process1, GeneralizedBlackScholesProcess process2, double correlation)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AnalyticEuropeanMargrabeEngine 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

AnalyticEuropeanMargrabeEngine

protected AnalyticEuropeanMargrabeEngine(long cPtr,
                                         boolean cMemoryOwn)

AnalyticEuropeanMargrabeEngine

public AnalyticEuropeanMargrabeEngine(GeneralizedBlackScholesProcess process1,
                                      GeneralizedBlackScholesProcess process2,
                                      double correlation)

Method Detail

getCPtr

protected static long getCPtr(AnalyticEuropeanMargrabeEngine 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