Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticHestonEngine_Integration

java.lang.Object

org.quantlib.AnalyticHestonEngine_Integration

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AnalyticHestonEngine_Integration
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AnalyticHestonEngine_Integration(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
static double	andersenPiterbargIntegrationLimit(double c_inf, double epsilon, double v0, double t)
double	calculate(double c_inf, SWIGTYPE_p_ext__functionT_double_fdoubleF_t f)
double	calculate(double c_inf, SWIGTYPE_p_ext__functionT_double_fdoubleF_t f, double maxBound)
void	delete()
static AnalyticHestonEngine_Integration	discreteSimpson()
static AnalyticHestonEngine_Integration	discreteSimpson(long evaluation)
static AnalyticHestonEngine_Integration	discreteTrapezoid()
static AnalyticHestonEngine_Integration	discreteTrapezoid(long evaluation)
protected void	finalize()
static AnalyticHestonEngine_Integration	gaussChebyshev()
static AnalyticHestonEngine_Integration	gaussChebyshev(long integrationOrder)
static AnalyticHestonEngine_Integration	gaussChebyshev2nd()
static AnalyticHestonEngine_Integration	gaussChebyshev2nd(long integrationOrder)
static AnalyticHestonEngine_Integration	gaussKronrod(double absTolerance)
static AnalyticHestonEngine_Integration	gaussKronrod(double absTolerance, long maxEvaluations)
static AnalyticHestonEngine_Integration	gaussLaguerre()
static AnalyticHestonEngine_Integration	gaussLaguerre(long integrationOrder)
static AnalyticHestonEngine_Integration	gaussLegendre()
static AnalyticHestonEngine_Integration	gaussLegendre(long integrationOrder)
static AnalyticHestonEngine_Integration	gaussLobatto(double relTolerance, double absTolerance)
static AnalyticHestonEngine_Integration	gaussLobatto(double relTolerance, double absTolerance, long maxEvaluations)
protected static long	getCPtr(AnalyticHestonEngine_Integration obj)
boolean	isAdaptiveIntegration()
long	numberOfEvaluations()
static AnalyticHestonEngine_Integration	simpson(double absTolerance)
static AnalyticHestonEngine_Integration	simpson(double absTolerance, long maxEvaluations)
protected static long	swigRelease(AnalyticHestonEngine_Integration obj)
static AnalyticHestonEngine_Integration	trapezoid(double absTolerance)
static AnalyticHestonEngine_Integration	trapezoid(double absTolerance, long maxEvaluations)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

AnalyticHestonEngine_Integration

protected AnalyticHestonEngine_Integration(long cPtr,
                                           boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(AnalyticHestonEngine_Integration obj)

swigRelease

protected static long swigRelease(AnalyticHestonEngine_Integration obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

gaussLaguerre

public static AnalyticHestonEngine_Integration gaussLaguerre(long integrationOrder)

gaussLaguerre

public static AnalyticHestonEngine_Integration gaussLaguerre()

gaussLegendre

public static AnalyticHestonEngine_Integration gaussLegendre(long integrationOrder)

gaussLegendre

public static AnalyticHestonEngine_Integration gaussLegendre()

gaussChebyshev

public static AnalyticHestonEngine_Integration gaussChebyshev(long integrationOrder)

gaussChebyshev

public static AnalyticHestonEngine_Integration gaussChebyshev()

gaussChebyshev2nd

public static AnalyticHestonEngine_Integration gaussChebyshev2nd(long integrationOrder)

gaussChebyshev2nd

public static AnalyticHestonEngine_Integration gaussChebyshev2nd()

gaussLobatto

public static AnalyticHestonEngine_Integration gaussLobatto(double relTolerance,
                                                            double absTolerance,
                                                            long maxEvaluations)

gaussLobatto

public static AnalyticHestonEngine_Integration gaussLobatto(double relTolerance,
                                                            double absTolerance)

gaussKronrod

public static AnalyticHestonEngine_Integration gaussKronrod(double absTolerance,
                                                            long maxEvaluations)

gaussKronrod

public static AnalyticHestonEngine_Integration gaussKronrod(double absTolerance)

simpson

public static AnalyticHestonEngine_Integration simpson(double absTolerance,
                                                       long maxEvaluations)

simpson

public static AnalyticHestonEngine_Integration simpson(double absTolerance)

trapezoid

public static AnalyticHestonEngine_Integration trapezoid(double absTolerance,
                                                         long maxEvaluations)

trapezoid

public static AnalyticHestonEngine_Integration trapezoid(double absTolerance)

discreteSimpson

public static AnalyticHestonEngine_Integration discreteSimpson(long evaluation)

discreteSimpson

public static AnalyticHestonEngine_Integration discreteSimpson()

discreteTrapezoid

public static AnalyticHestonEngine_Integration discreteTrapezoid(long evaluation)

discreteTrapezoid

public static AnalyticHestonEngine_Integration discreteTrapezoid()

andersenPiterbargIntegrationLimit

public static double andersenPiterbargIntegrationLimit(double c_inf,
                                                       double epsilon,
                                                       double v0,
                                                       double t)

calculate

public double calculate(double c_inf,
                        SWIGTYPE_p_ext__functionT_double_fdoubleF_t f,
                        double maxBound)

calculate

public double calculate(double c_inf,
                        SWIGTYPE_p_ext__functionT_double_fdoubleF_t f)

numberOfEvaluations

public long numberOfEvaluations()

isAdaptiveIntegration

public boolean isAdaptiveIntegration()