- java.lang.Object
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- org.quantlib.Fdm1DimSolver
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class Fdm1DimSolver extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdm1DimSolver(long cPtr, boolean cMemoryOwn)Fdm1DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()doublederivativeX(double x)doublederivativeXX(double x)protected voidfinalize()protected static longgetCPtr(Fdm1DimSolver obj)doubleinterpolateAt(double x)protected voidswigSetCMemOwn(boolean own)doublethetaAt(double x)
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Constructor Detail
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Fdm1DimSolver
protected Fdm1DimSolver(long cPtr, boolean cMemoryOwn)
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Fdm1DimSolver
public Fdm1DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
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Method Detail
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getCPtr
protected static long getCPtr(Fdm1DimSolver obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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interpolateAt
public double interpolateAt(double x)
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thetaAt
public double thetaAt(double x)
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derivativeX
public double derivativeX(double x)
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derivativeXX
public double derivativeXX(double x)
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