- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.PricingEngine
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- org.quantlib.FdG2SwaptionEngine
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FdG2SwaptionEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdG2SwaptionEngine(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)
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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(FdG2SwaptionEngine 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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FdG2SwaptionEngine
protected FdG2SwaptionEngine(long cPtr, boolean cMemoryOwn)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps, FdmSchemeDesc schemeDesc)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps, double invEps)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid, long dampingSteps)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid, long xGrid, long yGrid)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid, long xGrid)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model, long tGrid)
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FdG2SwaptionEngine
public FdG2SwaptionEngine(G2 model)
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Method Detail
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getCPtr
protected static long getCPtr(FdG2SwaptionEngine 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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