- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.PricingEngine
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- org.quantlib.FdBlackScholesVanillaEngine
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FdBlackScholesVanillaEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classFdBlackScholesVanillaEngine.CashDividendModel
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Constructor Summary
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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(FdBlackScholesVanillaEngine obj)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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FdBlackScholesVanillaEngine
protected FdBlackScholesVanillaEngine(long cPtr, boolean cMemoryOwn)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid)
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FdBlackScholesVanillaEngine
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper)
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Method Detail
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getCPtr
protected static long getCPtr(FdBlackScholesVanillaEngine 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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