Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticHestonHullWhiteEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticHestonHullWhiteEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

AnalyticHestonHullWhiteEngine

protected AnalyticHestonHullWhiteEngine(long cPtr,
                                        boolean cMemoryOwn)

AnalyticHestonHullWhiteEngine

public AnalyticHestonHullWhiteEngine(HestonModel hestonModel,
                                     SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel,
                                     long integrationOrder)

AnalyticHestonHullWhiteEngine

public AnalyticHestonHullWhiteEngine(HestonModel hestonModel,
                                     SWIGTYPE_p_ext__shared_ptrT_HullWhite_t hullWhiteModel)

AnalyticHestonHullWhiteEngine

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

Method Detail

getCPtr

protected static long getCPtr(AnalyticHestonHullWhiteEngine 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