Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HestonSLVFokkerPlanckFdmParams

java.lang.Object

org.quantlib.HestonSLVFokkerPlanckFdmParams

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class HestonSLVFokkerPlanckFdmParams
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	HestonSLVFokkerPlanckFdmParams(long cPtr, boolean cMemoryOwn)
	HestonSLVFokkerPlanckFdmParams(long xGrid, long vGrid, long tMaxStepsPerYear, long tMinStepsPerYear, double tStepNumberDecay, long nRannacherTimeSteps, long predictionCorretionSteps, double x0Density, double localVolEpsProb, long maxIntegrationIterations, double vLowerEps, double vUpperEps, double vMin, double v0Density, double vLowerBoundDensity, double vUpperBoundDensity, double leverageFctPropEps, FdmHestonGreensFct.Algorithm greensAlgorithm, FdmSquareRootFwdOp.TransformationType trafoType, FdmSchemeDesc schemeDesc)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(HestonSLVFokkerPlanckFdmParams obj)
protected static long	swigRelease(HestonSLVFokkerPlanckFdmParams 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

HestonSLVFokkerPlanckFdmParams

protected HestonSLVFokkerPlanckFdmParams(long cPtr,
                                         boolean cMemoryOwn)

HestonSLVFokkerPlanckFdmParams

public HestonSLVFokkerPlanckFdmParams(long xGrid,
                                      long vGrid,
                                      long tMaxStepsPerYear,
                                      long tMinStepsPerYear,
                                      double tStepNumberDecay,
                                      long nRannacherTimeSteps,
                                      long predictionCorretionSteps,
                                      double x0Density,
                                      double localVolEpsProb,
                                      long maxIntegrationIterations,
                                      double vLowerEps,
                                      double vUpperEps,
                                      double vMin,
                                      double v0Density,
                                      double vLowerBoundDensity,
                                      double vUpperBoundDensity,
                                      double leverageFctPropEps,
                                      FdmHestonGreensFct.Algorithm greensAlgorithm,
                                      FdmSquareRootFwdOp.TransformationType trafoType,
                                      FdmSchemeDesc schemeDesc)

Method Detail

getCPtr

protected static long getCPtr(HestonSLVFokkerPlanckFdmParams obj)

swigRelease

protected static long swigRelease(HestonSLVFokkerPlanckFdmParams obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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