Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticH1HWEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticH1HWEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AnalyticH1HWEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticH1HWEngine(long cPtr, boolean cMemoryOwn)
	AnalyticH1HWEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr)
	AnalyticH1HWEngine(HestonModel model, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr, double relTolerance, long maxEvaluations)
	AnalyticH1HWEngine(HestonModel hestonModel, SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel, double rhoSr, long integrationOrder)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AnalyticH1HWEngine 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

AnalyticH1HWEngine

protected AnalyticH1HWEngine(long cPtr,
                             boolean cMemoryOwn)

AnalyticH1HWEngine

public AnalyticH1HWEngine(HestonModel hestonModel,
                          SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel,
                          double rhoSr,
                          long integrationOrder)

AnalyticH1HWEngine

public AnalyticH1HWEngine(HestonModel hestonModel,
                          SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel,
                          double rhoSr)

AnalyticH1HWEngine

public AnalyticH1HWEngine(HestonModel model,
                          SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel,
                          double rhoSr,
                          double relTolerance,
                          long maxEvaluations)

Method Detail

getCPtr

protected static long getCPtr(AnalyticH1HWEngine 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