Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdSimpleExtOUJumpSwingEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.FdSimpleExtOUJumpSwingEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdSimpleExtOUJumpSwingEngine(long cPtr, boolean cMemoryOwn)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape)
	FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape, FdmSchemeDesc schemeDesc)

Method Summary

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

FdSimpleExtOUJumpSwingEngine

protected FdSimpleExtOUJumpSwingEngine(long cPtr,
                                       boolean cMemoryOwn)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS,
                                    long tGrid,
                                    long xGrid,
                                    long yGrid,
                                    DoublePairVector shape,
                                    FdmSchemeDesc schemeDesc)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS,
                                    long tGrid,
                                    long xGrid,
                                    long yGrid,
                                    DoublePairVector shape)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS,
                                    long tGrid,
                                    long xGrid,
                                    long yGrid)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS,
                                    long tGrid,
                                    long xGrid)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS,
                                    long tGrid)

FdSimpleExtOUJumpSwingEngine

public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process,
                                    YieldTermStructure rTS)

Method Detail

getCPtr

protected static long getCPtr(FdSimpleExtOUJumpSwingEngine 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