Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmBlackScholesOp

java.lang.Object

org.quantlib.FdmLinearOp

org.quantlib.FdmLinearOpComposite

org.quantlib.FdmBlackScholesOp

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmBlackScholesOp(long cPtr, boolean cMemoryOwn)
	FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike)
	FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol)
	FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite)
	FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction)
	FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction, FdmQuantoHelper quantoHelper)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FdmBlackScholesOp 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

FdmBlackScholesOp

protected FdmBlackScholesOp(long cPtr,
                            boolean cMemoryOwn)

FdmBlackScholesOp

public FdmBlackScholesOp(FdmMesher mesher,
                         GeneralizedBlackScholesProcess process,
                         double strike,
                         boolean localVol,
                         double illegalLocalVolOverwrite,
                         long direction,
                         FdmQuantoHelper quantoHelper)

FdmBlackScholesOp

public FdmBlackScholesOp(FdmMesher mesher,
                         GeneralizedBlackScholesProcess process,
                         double strike,
                         boolean localVol,
                         double illegalLocalVolOverwrite,
                         long direction)

FdmBlackScholesOp

public FdmBlackScholesOp(FdmMesher mesher,
                         GeneralizedBlackScholesProcess process,
                         double strike,
                         boolean localVol,
                         double illegalLocalVolOverwrite)

FdmBlackScholesOp

public FdmBlackScholesOp(FdmMesher mesher,
                         GeneralizedBlackScholesProcess process,
                         double strike,
                         boolean localVol)

FdmBlackScholesOp

public FdmBlackScholesOp(FdmMesher mesher,
                         GeneralizedBlackScholesProcess process,
                         double strike)

Method Detail

getCPtr

protected static long getCPtr(FdmBlackScholesOp 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