Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmBlackScholesMesher

java.lang.Object

org.quantlib.Fdm1dMesher

org.quantlib.FdmBlackScholesMesher

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FdmBlackScholesMesher
extends Fdm1dMesher
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmBlackScholesMesher(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)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FdmBlackScholesMesher obj)
static GeneralizedBlackScholesProcess	processHelper(QuoteHandle s0, YieldTermStructureHandle rTS, YieldTermStructureHandle qTS, double vol)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Fdm1dMesher

dminus, dplus, getCPtr, location, locations, size

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

FdmBlackScholesMesher

protected FdmBlackScholesMesher(long cPtr,
                                boolean cMemoryOwn)

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)

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)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint,
                             double xMaxConstraint,
                             double eps,
                             double scaleFactor,
                             DoublePair cPoint,
                             DividendSchedule dividendSchedule)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint,
                             double xMaxConstraint,
                             double eps,
                             double scaleFactor,
                             DoublePair cPoint)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint,
                             double xMaxConstraint,
                             double eps,
                             double scaleFactor)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint,
                             double xMaxConstraint,
                             double eps)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint,
                             double xMaxConstraint)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike,
                             double xMinConstraint)

FdmBlackScholesMesher

public FdmBlackScholesMesher(long size,
                             GeneralizedBlackScholesProcess process,
                             double maturity,
                             double strike)

Method Detail

getCPtr

protected static long getCPtr(FdmBlackScholesMesher obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Fdm1dMesher

finalize

protected void finalize()

Overrides:

finalize in class Fdm1dMesher

delete

public void delete()

Specified by:

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

Overrides:

delete in class Fdm1dMesher

processHelper

public static GeneralizedBlackScholesProcess processHelper(QuoteHandle s0,
                                                           YieldTermStructureHandle rTS,
                                                           YieldTermStructureHandle qTS,
                                                           double vol)