Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmHestonOp

java.lang.Object

org.quantlib.FdmLinearOp

org.quantlib.FdmLinearOpComposite

org.quantlib.FdmHestonOp

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmHestonOp(long cPtr, boolean cMemoryOwn)
	FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess)
	FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper)
	FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct)

Method Summary

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

FdmHestonOp

protected FdmHestonOp(long cPtr,
                      boolean cMemoryOwn)

FdmHestonOp

public FdmHestonOp(FdmMesher mesher,
                   HestonProcess hestonProcess,
                   FdmQuantoHelper quantoHelper,
                   LocalVolTermStructure leverageFct)

FdmHestonOp

public FdmHestonOp(FdmMesher mesher,
                   HestonProcess hestonProcess,
                   FdmQuantoHelper quantoHelper)

FdmHestonOp

public FdmHestonOp(FdmMesher mesher,
                   HestonProcess hestonProcess)

Method Detail

getCPtr

protected static long getCPtr(FdmHestonOp 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