Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class GaussianPathGenerator

java.lang.Object

org.quantlib.GaussianPathGenerator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class GaussianPathGenerator
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	GaussianPathGenerator(long cPtr, boolean cMemoryOwn)
	GaussianPathGenerator(StochasticProcess arg0, double length, long timeSteps, GaussianRandomSequenceGenerator generator, boolean brownianBridge)
	GaussianPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianRandomSequenceGenerator generator, boolean brownianBridge)

Method Summary

Modifier and Type	Method	Description
SamplePath	antithetic()
void	delete()
protected void	finalize()
protected static long	getCPtr(GaussianPathGenerator obj)
SamplePath	next()
long	size()
protected static long	swigRelease(GaussianPathGenerator obj)
TimeGrid	timeGrid()

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

GaussianPathGenerator

protected GaussianPathGenerator(long cPtr,
                                boolean cMemoryOwn)

GaussianPathGenerator

public GaussianPathGenerator(StochasticProcess arg0,
                             double length,
                             long timeSteps,
                             GaussianRandomSequenceGenerator generator,
                             boolean brownianBridge)

GaussianPathGenerator

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

Method Detail

getCPtr

protected static long getCPtr(GaussianPathGenerator obj)

swigRelease

protected static long swigRelease(GaussianPathGenerator 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 SamplePath next()

antithetic

public SamplePath antithetic()

size

public long size()

timeGrid

public TimeGrid timeGrid()