Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdSabrVanillaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdSabrVanillaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor, double eps)
	FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor, double eps, FdmSchemeDesc schemeDesc)
protected	FdSabrVanillaEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

FdSabrVanillaEngine

protected FdSabrVanillaEngine(long cPtr,
                              boolean cMemoryOwn)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid,
                           long xGrid,
                           long dampingSteps,
                           double scalingFactor,
                           double eps,
                           FdmSchemeDesc schemeDesc)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid,
                           long xGrid,
                           long dampingSteps,
                           double scalingFactor,
                           double eps)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid,
                           long xGrid,
                           long dampingSteps,
                           double scalingFactor)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid,
                           long xGrid,
                           long dampingSteps)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid,
                           long xGrid)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid,
                           long fGrid)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS,
                           long tGrid)

FdSabrVanillaEngine

public FdSabrVanillaEngine(double f0,
                           double alpha,
                           double beta,
                           double nu,
                           double rho,
                           YieldTermStructureHandle rTS)

Method Detail

getCPtr

protected static long getCPtr(FdSabrVanillaEngine 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