Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHestonHullWhiteVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHestonHullWhiteVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdHestonHullWhiteVanillaEngine(long cPtr, boolean cMemoryOwn)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate, FdmSchemeDesc schemeDesc)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate)
	FdHestonHullWhiteVanillaEngine(HestonModel model, HullWhiteProcess hwProcess, DividendSchedule dividends, double corrEquityShortRate, long tGrid, long xGrid, long vGrid, long rGrid, long dampingSteps, boolean controlVariate, FdmSchemeDesc schemeDesc)

Method Summary

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

FdHestonHullWhiteVanillaEngine

protected FdHestonHullWhiteVanillaEngine(long cPtr,
                                         boolean cMemoryOwn)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps,
                                      boolean controlVariate,
                                      FdmSchemeDesc schemeDesc)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps,
                                      boolean controlVariate)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate,
                                      long tGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      double corrEquityShortRate)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps,
                                      boolean controlVariate,
                                      FdmSchemeDesc schemeDesc)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps,
                                      boolean controlVariate)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid,
                                      long dampingSteps)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid,
                                      long rGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid,
                                      long vGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid,
                                      long xGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate,
                                      long tGrid)

FdHestonHullWhiteVanillaEngine

public FdHestonHullWhiteVanillaEngine(HestonModel model,
                                      HullWhiteProcess hwProcess,
                                      DividendSchedule dividends,
                                      double corrEquityShortRate)

Method Detail

getCPtr

protected static long getCPtr(FdHestonHullWhiteVanillaEngine 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