Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHestonBarrierEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHestonBarrierEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdHestonBarrierEngine(long cPtr, boolean cMemoryOwn)
	FdHestonBarrierEngine(HestonModel model)
	FdHestonBarrierEngine(HestonModel model, long tGrid)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
	FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
	FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor)

Method Summary

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

FdHestonBarrierEngine

protected FdHestonBarrierEngine(long cPtr,
                                boolean cMemoryOwn)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc,
                             LocalVolTermStructure leverageFct,
                             double mixingFactor)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc,
                             LocalVolTermStructure leverageFct)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid,
                             long vGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid,
                             long xGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             long tGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc,
                             LocalVolTermStructure leverageFct,
                             double mixingFactor)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc,
                             LocalVolTermStructure leverageFct)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid,
                             long vGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid,
                             long xGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends,
                             long tGrid)

FdHestonBarrierEngine

public FdHestonBarrierEngine(HestonModel model,
                             DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdHestonBarrierEngine 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