Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHestonVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHestonVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

FdHestonVanillaEngine

protected FdHestonVanillaEngine(long cPtr,
                                boolean cMemoryOwn)

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             long tGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model)

FdHestonVanillaEngine

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

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc,
                             LocalVolTermStructure leverageFct)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper,
                             long tGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             FdmQuantoHelper quantoHelper)

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends)

FdHestonVanillaEngine

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

FdHestonVanillaEngine

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

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps,
                             FdmSchemeDesc schemeDesc)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid,
                             long dampingSteps)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid,
                             long vGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper,
                             long tGrid,
                             long xGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper,
                             long tGrid)

FdHestonVanillaEngine

public FdHestonVanillaEngine(HestonModel model,
                             DividendSchedule dividends,
                             FdmQuantoHelper quantoHelper)

Method Detail

getCPtr

protected static long getCPtr(FdHestonVanillaEngine 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