Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdHullWhiteSwaptionEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdHullWhiteSwaptionEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdHullWhiteSwaptionEngine(long cPtr, boolean cMemoryOwn)
	FdHullWhiteSwaptionEngine(HullWhite model)
	FdHullWhiteSwaptionEngine(HullWhite model, long tGrid)
	FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid)
	FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps)
	FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps, double invEps)
	FdHullWhiteSwaptionEngine(HullWhite model, long tGrid, long xGrid, long dampingSteps, double invEps, FdmSchemeDesc schemeDesc)

Method Summary

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

FdHullWhiteSwaptionEngine

protected FdHullWhiteSwaptionEngine(long cPtr,
                                    boolean cMemoryOwn)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model,
                                 long tGrid,
                                 long xGrid,
                                 long dampingSteps,
                                 double invEps,
                                 FdmSchemeDesc schemeDesc)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model,
                                 long tGrid,
                                 long xGrid,
                                 long dampingSteps,
                                 double invEps)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model,
                                 long tGrid,
                                 long xGrid,
                                 long dampingSteps)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model,
                                 long tGrid,
                                 long xGrid)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model,
                                 long tGrid)

FdHullWhiteSwaptionEngine

public FdHullWhiteSwaptionEngine(HullWhite model)

Method Detail

getCPtr

protected static long getCPtr(FdHullWhiteSwaptionEngine 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