Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	AnalyticHestonEngine.ComplexLogFormula

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticHestonEngine(long cPtr, boolean cMemoryOwn)
	AnalyticHestonEngine(HestonModel model)
	AnalyticHestonEngine(HestonModel model, double relTolerance, long maxEvaluations)
	AnalyticHestonEngine(HestonModel model, long integrationOrder)
	AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg)
	AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon)

Method Summary

Modifier and Type	Method	Description
DoublePair	chF(double real, double imag, double t)
void	delete()
protected void	finalize()
protected static long	getCPtr(AnalyticHestonEngine 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

AnalyticHestonEngine

protected AnalyticHestonEngine(long cPtr,
                               boolean cMemoryOwn)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            long integrationOrder)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            double relTolerance,
                            long maxEvaluations)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            AnalyticHestonEngine.ComplexLogFormula cpxLog,
                            AnalyticHestonEngine_Integration itg,
                            double andersenPiterbargEpsilon)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            AnalyticHestonEngine.ComplexLogFormula cpxLog,
                            AnalyticHestonEngine_Integration itg)

Method Detail

getCPtr

protected static long getCPtr(AnalyticHestonEngine 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

chF

public DoublePair chF(double real,
                      double imag,
                      double t)