Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AnalyticPTDHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.AnalyticPTDHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	AnalyticPTDHestonEngine.ComplexLogFormula

Constructor Summary

Constructors

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

Method Summary

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

AnalyticPTDHestonEngine

protected AnalyticPTDHestonEngine(long cPtr,
                                  boolean cMemoryOwn)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               double relTolerance,
                               long maxEvaluations)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               long integrationOrder)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               AnalyticPTDHestonEngine.ComplexLogFormula cpxLog,
                               AnalyticHestonEngine_Integration itg,
                               double andersenPiterbargEpsilon)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               AnalyticPTDHestonEngine.ComplexLogFormula cpxLog,
                               AnalyticHestonEngine_Integration itg)

Method Detail

getCPtr

protected static long getCPtr(AnalyticPTDHestonEngine 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