Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdBatesVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdBatesVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdBatesVanillaEngine(long cPtr, boolean cMemoryOwn)
	FdBatesVanillaEngine(BatesModel model)
	FdBatesVanillaEngine(BatesModel model, long tGrid)
	FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid)
	FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid)
	FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
	FdBatesVanillaEngine(BatesModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
	FdBatesVanillaEngine(BatesModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)

Method Summary

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

FdBatesVanillaEngine

protected FdBatesVanillaEngine(long cPtr,
                               boolean cMemoryOwn)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            long tGrid,
                            long xGrid,
                            long vGrid,
                            long dampingSteps,
                            FdmSchemeDesc schemeDesc)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            long tGrid,
                            long xGrid,
                            long vGrid,
                            long dampingSteps)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            long tGrid,
                            long xGrid,
                            long vGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            long tGrid,
                            long xGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            long tGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends,
                            long tGrid,
                            long xGrid,
                            long vGrid,
                            long dampingSteps,
                            FdmSchemeDesc schemeDesc)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends,
                            long tGrid,
                            long xGrid,
                            long vGrid,
                            long dampingSteps)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends,
                            long tGrid,
                            long xGrid,
                            long vGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends,
                            long tGrid,
                            long xGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends,
                            long tGrid)

FdBatesVanillaEngine

public FdBatesVanillaEngine(BatesModel model,
                            DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdBatesVanillaEngine 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