Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class GaussianSobolPathGenerator

java.lang.Object

org.quantlib.GaussianSobolPathGenerator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Method Summary

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

GaussianSobolPathGenerator

protected GaussianSobolPathGenerator(long cPtr,
                                     boolean cMemoryOwn)

GaussianSobolPathGenerator

public GaussianSobolPathGenerator(StochasticProcess arg0,
                                  double length,
                                  long timeSteps,
                                  GaussianLowDiscrepancySequenceGenerator generator,
                                  boolean brownianBridge)

GaussianSobolPathGenerator

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

Method Detail

getCPtr

protected static long getCPtr(GaussianSobolPathGenerator obj)

swigRelease

protected static long swigRelease(GaussianSobolPathGenerator 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()