Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdBlackScholesRebateEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdBlackScholesRebateEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdBlackScholesRebateEngine(long cPtr, boolean cMemoryOwn)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
	FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)

Method Summary

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

FdBlackScholesRebateEngine

protected FdBlackScholesRebateEngine(long cPtr,
                                     boolean cMemoryOwn)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc,
                                  boolean localVol,
                                  double illegalLocalVolOverwrite)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc,
                                  boolean localVol)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid,
                                  long xGrid)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  long tGrid)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc,
                                  boolean localVol,
                                  double illegalLocalVolOverwrite)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc,
                                  boolean localVol)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps,
                                  FdmSchemeDesc schemeDesc)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid,
                                  long xGrid,
                                  long dampingSteps)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid,
                                  long xGrid)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends,
                                  long tGrid)

FdBlackScholesRebateEngine

public FdBlackScholesRebateEngine(GeneralizedBlackScholesProcess process,
                                  DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdBlackScholesRebateEngine 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