Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FdmLocalVolFwdOp

java.lang.Object

org.quantlib.FdmLinearOp

org.quantlib.FdmLinearOpComposite

org.quantlib.FdmLocalVolFwdOp

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FdmLocalVolFwdOp(long cPtr, boolean cMemoryOwn)
	FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol)
	FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long direction)

Method Summary

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

FdmLocalVolFwdOp

protected FdmLocalVolFwdOp(long cPtr,
                           boolean cMemoryOwn)

FdmLocalVolFwdOp

public FdmLocalVolFwdOp(FdmMesher mesher,
                        Quote spot,
                        YieldTermStructure rTS,
                        YieldTermStructure qTS,
                        LocalVolTermStructure localVol,
                        long direction)

FdmLocalVolFwdOp

public FdmLocalVolFwdOp(FdmMesher mesher,
                        Quote spot,
                        YieldTermStructure rTS,
                        YieldTermStructure qTS,
                        LocalVolTermStructure localVol)

Method Detail

getCPtr

protected static long getCPtr(FdmLocalVolFwdOp 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