Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class GaussianSobolMultiPathGenerator

java.lang.Object

org.quantlib.GaussianSobolMultiPathGenerator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class GaussianSobolMultiPathGenerator
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	GaussianSobolMultiPathGenerator(long cPtr, boolean cMemoryOwn)
	GaussianSobolMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianLowDiscrepancySequenceGenerator generator)
	GaussianSobolMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianLowDiscrepancySequenceGenerator generator, boolean brownianBridge)
	GaussianSobolMultiPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianLowDiscrepancySequenceGenerator generator)
	GaussianSobolMultiPathGenerator(StochasticProcess arg0, TimeGrid timeGrid, GaussianLowDiscrepancySequenceGenerator generator, boolean brownianBridge)

Method Summary

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

GaussianSobolMultiPathGenerator

protected GaussianSobolMultiPathGenerator(long cPtr,
                                          boolean cMemoryOwn)

GaussianSobolMultiPathGenerator

public GaussianSobolMultiPathGenerator(StochasticProcess arg0,
                                       TimeGrid timeGrid,
                                       GaussianLowDiscrepancySequenceGenerator generator,
                                       boolean brownianBridge)

GaussianSobolMultiPathGenerator

public GaussianSobolMultiPathGenerator(StochasticProcess arg0,
                                       TimeGrid timeGrid,
                                       GaussianLowDiscrepancySequenceGenerator generator)

GaussianSobolMultiPathGenerator

public GaussianSobolMultiPathGenerator(StochasticProcess process,
                                       DoubleVector times,
                                       GaussianLowDiscrepancySequenceGenerator generator,
                                       boolean brownianBridge)

GaussianSobolMultiPathGenerator

public GaussianSobolMultiPathGenerator(StochasticProcess process,
                                       DoubleVector times,
                                       GaussianLowDiscrepancySequenceGenerator generator)

Method Detail

getCPtr

protected static long getCPtr(GaussianSobolMultiPathGenerator obj)

swigRelease

protected static long swigRelease(GaussianSobolMultiPathGenerator 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()