Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Fdm2dBlackScholesOp

java.lang.Object

org.quantlib.FdmLinearOp

org.quantlib.FdmLinearOpComposite

org.quantlib.Fdm2dBlackScholesOp

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class Fdm2dBlackScholesOp
extends FdmLinearOpComposite
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	Fdm2dBlackScholesOp(long cPtr, boolean cMemoryOwn)
	Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity)
	Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity, boolean localVol)
	Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity, boolean localVol, double illegalLocalVolOverwrite)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Fdm2dBlackScholesOp obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.FdmLinearOpComposite

apply_direction, apply_mixed, getCPtr, preconditioner, setTime, size, solve_splitting, to_sparse_matrix

Methods inherited from class org.quantlib.FdmLinearOp

apply, 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

Fdm2dBlackScholesOp

protected Fdm2dBlackScholesOp(long cPtr,
                              boolean cMemoryOwn)

Fdm2dBlackScholesOp

public Fdm2dBlackScholesOp(FdmMesher mesher,
                           GeneralizedBlackScholesProcess p1,
                           GeneralizedBlackScholesProcess p2,
                           double correlation,
                           double maturity,
                           boolean localVol,
                           double illegalLocalVolOverwrite)

Fdm2dBlackScholesOp

public Fdm2dBlackScholesOp(FdmMesher mesher,
                           GeneralizedBlackScholesProcess p1,
                           GeneralizedBlackScholesProcess p2,
                           double correlation,
                           double maturity,
                           boolean localVol)

Fdm2dBlackScholesOp

public Fdm2dBlackScholesOp(FdmMesher mesher,
                           GeneralizedBlackScholesProcess p1,
                           GeneralizedBlackScholesProcess p2,
                           double correlation,
                           double maturity)

Method Detail

getCPtr

protected static long getCPtr(Fdm2dBlackScholesOp obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FdmLinearOpComposite

finalize

protected void finalize()

Overrides:

finalize in class FdmLinearOpComposite

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class FdmLinearOpComposite