Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdOrnsteinUhlenbeckVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdOrnsteinUhlenbeckVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdOrnsteinUhlenbeckVanillaEngine(long cPtr, boolean cMemoryOwn)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps, double epsilon)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps, double epsilon, FdmSchemeDesc schemeDesc)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon)
	FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon, FdmSchemeDesc schemeDesc)

Method Summary

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

FdOrnsteinUhlenbeckVanillaEngine

protected FdOrnsteinUhlenbeckVanillaEngine(long cPtr,
                                           boolean cMemoryOwn)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps,
                                        double epsilon,
                                        FdmSchemeDesc schemeDesc)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps,
                                        double epsilon)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        long tGrid,
                                        long xGrid)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        long tGrid)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps,
                                        double epsilon,
                                        FdmSchemeDesc schemeDesc)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps,
                                        double epsilon)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends,
                                        long tGrid,
                                        long xGrid,
                                        long dampingSteps)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends,
                                        long tGrid,
                                        long xGrid)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends,
                                        long tGrid)

FdOrnsteinUhlenbeckVanillaEngine

public FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0,
                                        YieldTermStructure rTS,
                                        DividendSchedule dividends)

Method Detail

getCPtr

protected static long getCPtr(FdOrnsteinUhlenbeckVanillaEngine 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