- java.lang.Object
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- org.quantlib.FdmInnerValueCalculator
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
FdmAffineG2ModelSwapInnerValue,FdmAffineHullWhiteModelSwapInnerValue,FdmCellAveragingInnerValue,FdmInnerValueCalculatorProxy,FdmLogBasketInnerValue,FdmZeroInnerValue
public class FdmInnerValueCalculator extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdmInnerValueCalculator(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doubleavgInnerValue(FdmLinearOpIterator iter, double t)voiddelete()protected voidfinalize()protected static longgetCPtr(FdmInnerValueCalculator obj)doubleinnerValue(FdmLinearOpIterator iter, double t)protected voidswigSetCMemOwn(boolean own)
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Constructor Detail
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FdmInnerValueCalculator
protected FdmInnerValueCalculator(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(FdmInnerValueCalculator 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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innerValue
public double innerValue(FdmLinearOpIterator iter, double t)
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avgInnerValue
public double avgInnerValue(FdmLinearOpIterator iter, double t)
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