Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdCEVVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdCEVVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid, long xGrid)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid, long xGrid, long dampingSteps)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid, long xGrid, long dampingSteps, double scalingFactor)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid, long xGrid, long dampingSteps, double scalingFactor, double eps)
	FdCEVVanillaEngine(double f0, double alpha, double beta, YieldTermStructureHandle rTS, long tGrid, long xGrid, long dampingSteps, double scalingFactor, double eps, FdmSchemeDesc schemeDesc)
protected	FdCEVVanillaEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

FdCEVVanillaEngine

protected FdCEVVanillaEngine(long cPtr,
                             boolean cMemoryOwn)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid,
                          long xGrid,
                          long dampingSteps,
                          double scalingFactor,
                          double eps,
                          FdmSchemeDesc schemeDesc)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid,
                          long xGrid,
                          long dampingSteps,
                          double scalingFactor,
                          double eps)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid,
                          long xGrid,
                          long dampingSteps,
                          double scalingFactor)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid,
                          long xGrid,
                          long dampingSteps)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid,
                          long xGrid)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS,
                          long tGrid)

FdCEVVanillaEngine

public FdCEVVanillaEngine(double f0,
                          double alpha,
                          double beta,
                          YieldTermStructureHandle rTS)

Method Detail

getCPtr

protected static long getCPtr(FdCEVVanillaEngine 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