- java.lang.Object
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- org.quantlib.Fdm1dMesher
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- org.quantlib.FdmBlackScholesMesher
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FdmBlackScholesMesher extends Fdm1dMesher implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdmBlackScholesMesher(long cPtr, boolean cMemoryOwn)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper)FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper, double spotAdjustment)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(FdmBlackScholesMesher obj)static GeneralizedBlackScholesProcessprocessHelper(QuoteHandle s0, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, double vol)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.Fdm1dMesher
dminus, dplus, getCPtr, location, locations, size
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Constructor Detail
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FdmBlackScholesMesher
protected FdmBlackScholesMesher(long cPtr, boolean cMemoryOwn)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper, double spotAdjustment)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule, FdmQuantoHelper fdmQuantoHelper)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint, DividendSchedule dividendSchedule)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor, DoublePair cPoint)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps, double scaleFactor)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint, double eps)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint, double xMaxConstraint)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike, double xMinConstraint)
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FdmBlackScholesMesher
public FdmBlackScholesMesher(long size, GeneralizedBlackScholesProcess process, double maturity, double strike)
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Method Detail
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getCPtr
protected static long getCPtr(FdmBlackScholesMesher obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classFdm1dMesher
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finalize
protected void finalize()
- Overrides:
finalizein classFdm1dMesher
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classFdm1dMesher
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processHelper
public static GeneralizedBlackScholesProcess processHelper(QuoteHandle s0, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, double vol)
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