Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdG2SwaptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdG2SwaptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FdG2SwaptionEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdG2SwaptionEngine(long cPtr, boolean cMemoryOwn)
	FdG2SwaptionEngine(G2 model)
	FdG2SwaptionEngine(G2 model, long tGrid)
	FdG2SwaptionEngine(G2 model, long tGrid, long xGrid)
	FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid)
	FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps)
	FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps)
	FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps, FdmSchemeDesc schemeDesc)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FdG2SwaptionEngine 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

FdG2SwaptionEngine

protected FdG2SwaptionEngine(long cPtr,
                             boolean cMemoryOwn)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid,
                          long xGrid,
                          long yGrid,
                          long dampingSteps,
                          double invEps,
                          FdmSchemeDesc schemeDesc)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid,
                          long xGrid,
                          long yGrid,
                          long dampingSteps,
                          double invEps)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid,
                          long xGrid,
                          long yGrid,
                          long dampingSteps)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid,
                          long xGrid,
                          long yGrid)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid,
                          long xGrid)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model,
                          long tGrid)

FdG2SwaptionEngine

public FdG2SwaptionEngine(G2 model)

Method Detail

getCPtr

protected static long getCPtr(FdG2SwaptionEngine 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