- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.PricingEngine
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- org.quantlib.FFTVarianceGammaEngine
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FFTVarianceGammaEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFFTVarianceGammaEngine(long cPtr, boolean cMemoryOwn)FFTVarianceGammaEngine(VarianceGammaProcess process)FFTVarianceGammaEngine(VarianceGammaProcess process, double logStrikeSpacing)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(FFTVarianceGammaEngine obj)voidprecalculate(InstrumentVector optionList)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.PricingEngine
getCPtr
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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FFTVarianceGammaEngine
protected FFTVarianceGammaEngine(long cPtr, boolean cMemoryOwn)
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FFTVarianceGammaEngine
public FFTVarianceGammaEngine(VarianceGammaProcess process, double logStrikeSpacing)
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FFTVarianceGammaEngine
public FFTVarianceGammaEngine(VarianceGammaProcess process)
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Method Detail
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getCPtr
protected static long getCPtr(FFTVarianceGammaEngine obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classPricingEngine
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finalize
protected void finalize()
- Overrides:
finalizein classPricingEngine
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classPricingEngine
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precalculate
public void precalculate(InstrumentVector optionList)
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