Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHestonDoubleBarrierEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHestonDoubleBarrierEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdHestonDoubleBarrierEngine(long cPtr, boolean cMemoryOwn)
	FdHestonDoubleBarrierEngine(HestonModel model)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdHestonDoubleBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct)
	FdHestonDoubleBarrierEngine(HestonModel model, 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(FdHestonDoubleBarrierEngine 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

FdHestonDoubleBarrierEngine

protected FdHestonDoubleBarrierEngine(long cPtr,
                                      boolean cMemoryOwn)

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

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

FdHestonDoubleBarrierEngine

public FdHestonDoubleBarrierEngine(HestonModel model,
                                   long tGrid)

FdHestonDoubleBarrierEngine

public FdHestonDoubleBarrierEngine(HestonModel model)

Method Detail

getCPtr

protected static long getCPtr(FdHestonDoubleBarrierEngine 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