- java.lang.Object
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- org.quantlib.FdmHullWhiteSolver
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class FdmHullWhiteSolver extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdmHullWhiteSolver(long cPtr, boolean cMemoryOwn)FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc)FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
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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(FdmHullWhiteSolver obj)protected voidswigSetCMemOwn(boolean own)doublevalueAt(double r)
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Constructor Detail
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FdmHullWhiteSolver
protected FdmHullWhiteSolver(long cPtr, boolean cMemoryOwn)
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FdmHullWhiteSolver
public FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
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FdmHullWhiteSolver
public FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc)
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Method Detail
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getCPtr
protected static long getCPtr(FdmHullWhiteSolver obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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valueAt
public double valueAt(double r)
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