Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHestonRebateEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHestonRebateEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

FdHestonRebateEngine

protected FdHestonRebateEngine(long cPtr,
                               boolean cMemoryOwn)

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

public FdHestonRebateEngine(HestonModel model,
                            long tGrid)

FdHestonRebateEngine

public FdHestonRebateEngine(HestonModel model)

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

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

FdHestonRebateEngine

public FdHestonRebateEngine(HestonModel model,
                            DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdHestonRebateEngine 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