Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmAffineG2ModelSwapInnerValue

java.lang.Object

org.quantlib.FdmInnerValueCalculator

org.quantlib.FdmAffineG2ModelSwapInnerValue

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FdmAffineG2ModelSwapInnerValue
extends FdmInnerValueCalculator
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmAffineG2ModelSwapInnerValue(long cPtr, boolean cMemoryOwn)
	FdmAffineG2ModelSwapInnerValue(G2 disModel, G2 fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FdmAffineG2ModelSwapInnerValue obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.FdmInnerValueCalculator

avgInnerValue, getCPtr, innerValue

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

FdmAffineG2ModelSwapInnerValue

protected FdmAffineG2ModelSwapInnerValue(long cPtr,
                                         boolean cMemoryOwn)

FdmAffineG2ModelSwapInnerValue

public FdmAffineG2ModelSwapInnerValue(G2 disModel,
                                      G2 fwdModel,
                                      VanillaSwap swap,
                                      DoubleVector exerciseTimes,
                                      DateVector exerciseDates,
                                      FdmMesher mesher,
                                      long direction)

Method Detail

getCPtr

protected static long getCPtr(FdmAffineG2ModelSwapInnerValue obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FdmInnerValueCalculator

finalize

protected void finalize()

Overrides:

finalize in class FdmInnerValueCalculator

delete

public void delete()

Specified by:

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

Overrides:

delete in class FdmInnerValueCalculator