Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdBlackScholesShoutEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdBlackScholesShoutEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

FdBlackScholesShoutEngine

protected FdBlackScholesShoutEngine(long cPtr,
                                    boolean cMemoryOwn)

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

public FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process,
                                 long tGrid)

FdBlackScholesShoutEngine

public FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process)

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

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

FdBlackScholesShoutEngine

public FdBlackScholesShoutEngine(GeneralizedBlackScholesProcess process,
                                 DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdBlackScholesShoutEngine 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