Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Fd2dBlackScholesVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.Fd2dBlackScholesVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class Fd2dBlackScholesVanillaEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	Fd2dBlackScholesVanillaEngine(long cPtr, boolean cMemoryOwn)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid, long tGrid)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid, long tGrid, long dampingSteps)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid, long tGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid, long tGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
	Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, long xGrid, long yGrid, long tGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Fd2dBlackScholesVanillaEngine 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

Fd2dBlackScholesVanillaEngine

protected Fd2dBlackScholesVanillaEngine(long cPtr,
                                        boolean cMemoryOwn)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid,
                                     long tGrid,
                                     long dampingSteps,
                                     FdmSchemeDesc schemeDesc,
                                     boolean localVol,
                                     double illegalLocalVolOverwrite)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid,
                                     long tGrid,
                                     long dampingSteps,
                                     FdmSchemeDesc schemeDesc,
                                     boolean localVol)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid,
                                     long tGrid,
                                     long dampingSteps,
                                     FdmSchemeDesc schemeDesc)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid,
                                     long tGrid,
                                     long dampingSteps)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid,
                                     long tGrid)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid,
                                     long yGrid)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation,
                                     long xGrid)

Fd2dBlackScholesVanillaEngine

public Fd2dBlackScholesVanillaEngine(GeneralizedBlackScholesProcess p1,
                                     GeneralizedBlackScholesProcess p2,
                                     double correlation)

Method Detail

getCPtr

protected static long getCPtr(Fd2dBlackScholesVanillaEngine 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