Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class GaussianMultiPathGenerator

java.lang.Object

org.quantlib.GaussianMultiPathGenerator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class GaussianMultiPathGenerator
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	GaussianMultiPathGenerator(long cPtr, boolean cMemoryOwn)
	GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator)
	GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator, boolean brownianBridge)
	GaussianMultiPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianRandomSequenceGenerator generator)
	GaussianMultiPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianRandomSequenceGenerator generator, boolean brownianBridge)

Method Summary

Modifier and Type	Method	Description
SampleMultiPath	antithetic()
void	delete()
protected void	finalize()
protected static long	getCPtr(GaussianMultiPathGenerator obj)
SampleMultiPath	next()
protected static long	swigRelease(GaussianMultiPathGenerator obj)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

GaussianMultiPathGenerator

protected GaussianMultiPathGenerator(long cPtr,
                                     boolean cMemoryOwn)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess arg0,
                                  TimeGrid timeGrid,
                                  GaussianRandomSequenceGenerator generator,
                                  boolean brownianBridge)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess arg0,
                                  TimeGrid timeGrid,
                                  GaussianRandomSequenceGenerator generator)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess process,
                                  DoubleVector times,
                                  GaussianRandomSequenceGenerator generator,
                                  boolean brownianBridge)

GaussianMultiPathGenerator

public GaussianMultiPathGenerator(StochasticProcess process,
                                  DoubleVector times,
                                  GaussianRandomSequenceGenerator generator)

Method Detail

getCPtr

protected static long getCPtr(GaussianMultiPathGenerator obj)

swigRelease

protected static long swigRelease(GaussianMultiPathGenerator obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

next

public SampleMultiPath next()

antithetic

public SampleMultiPath antithetic()