All Methods Static Methods Instance Methods Concrete Methods
| 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() |
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static AnalyticHestonEngine_Integration |
discreteSimpson() |
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static AnalyticHestonEngine_Integration |
discreteSimpson(long evaluation) |
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static AnalyticHestonEngine_Integration |
discreteTrapezoid() |
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static AnalyticHestonEngine_Integration |
discreteTrapezoid(long evaluation) |
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protected void |
finalize() |
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static AnalyticHestonEngine_Integration |
gaussChebyshev() |
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static AnalyticHestonEngine_Integration |
gaussChebyshev(long integrationOrder) |
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static AnalyticHestonEngine_Integration |
gaussChebyshev2nd() |
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static AnalyticHestonEngine_Integration |
gaussChebyshev2nd(long integrationOrder) |
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static AnalyticHestonEngine_Integration |
gaussKronrod(double absTolerance) |
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static AnalyticHestonEngine_Integration |
gaussKronrod(double absTolerance,
long maxEvaluations) |
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static AnalyticHestonEngine_Integration |
gaussLaguerre() |
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static AnalyticHestonEngine_Integration |
gaussLaguerre(long integrationOrder) |
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static AnalyticHestonEngine_Integration |
gaussLegendre() |
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static AnalyticHestonEngine_Integration |
gaussLegendre(long integrationOrder) |
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static AnalyticHestonEngine_Integration |
gaussLobatto(double relTolerance,
double absTolerance) |
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static AnalyticHestonEngine_Integration |
gaussLobatto(double relTolerance,
double absTolerance,
long maxEvaluations) |
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protected static long |
getCPtr(AnalyticHestonEngine_Integration obj) |
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boolean |
isAdaptiveIntegration() |
|
long |
numberOfEvaluations() |
|
static AnalyticHestonEngine_Integration |
simpson(double absTolerance) |
|
static AnalyticHestonEngine_Integration |
simpson(double absTolerance,
long maxEvaluations) |
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protected static long |
swigRelease(AnalyticHestonEngine_Integration obj) |
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static AnalyticHestonEngine_Integration |
trapezoid(double absTolerance) |
|
static AnalyticHestonEngine_Integration |
trapezoid(double absTolerance,
long maxEvaluations) |
|