Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LogNormalFwdRateIpc

java.lang.Object

org.quantlib.MarketModelEvolver

org.quantlib.LogNormalFwdRateIpc

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class LogNormalFwdRateIpc
extends MarketModelEvolver
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LogNormalFwdRateIpc(long cPtr, boolean cMemoryOwn)
	LogNormalFwdRateIpc(MarketModel model, BrownianGeneratorFactory factory, UnsignedIntVector numeraires)
	LogNormalFwdRateIpc(MarketModel model, BrownianGeneratorFactory factory, UnsignedIntVector numeraires, long initialStep)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LogNormalFwdRateIpc obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.MarketModelEvolver

advanceStep, currentState, currentStep, getCPtr, numeraires, setInitialState, startNewPath

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

Constructor Detail

LogNormalFwdRateIpc

protected LogNormalFwdRateIpc(long cPtr,
                              boolean cMemoryOwn)

LogNormalFwdRateIpc

public LogNormalFwdRateIpc(MarketModel model,
                           BrownianGeneratorFactory factory,
                           UnsignedIntVector numeraires,
                           long initialStep)

LogNormalFwdRateIpc

public LogNormalFwdRateIpc(MarketModel model,
                           BrownianGeneratorFactory factory,
                           UnsignedIntVector numeraires)

Method Detail

getCPtr

protected static long getCPtr(LogNormalFwdRateIpc obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class MarketModelEvolver

finalize

protected void finalize()

Overrides:

finalize in class MarketModelEvolver

delete

public void delete()

Specified by:

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

Overrides:

delete in class MarketModelEvolver