Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDAmericanBasketEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDAmericanBasketEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class MCLDAmericanBasketEngine
extends PricingEngine
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MCLDAmericanBasketEngine(long cPtr, boolean cMemoryOwn)
	MCLDAmericanBasketEngine(StochasticProcessArray process)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long nCalibrationSamples)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long nCalibrationSamples, long polynomOrder)
	MCLDAmericanBasketEngine(StochasticProcessArray process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long nCalibrationSamples, long polynomOrder, LsmBasisSystem.PolynomialType polynomType)

Method Summary

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

Methods inherited from class org.quantlib.PricingEngine

getCPtr

Methods inherited from class org.quantlib.Observable

getCPtr

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

MCLDAmericanBasketEngine

protected MCLDAmericanBasketEngine(long cPtr,
                                   boolean cMemoryOwn)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed,
                                long nCalibrationSamples,
                                long polynomOrder,
                                LsmBasisSystem.PolynomialType polynomType)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed,
                                long nCalibrationSamples,
                                long polynomOrder)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed,
                                long nCalibrationSamples)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process,
                                int timeSteps)

MCLDAmericanBasketEngine

public MCLDAmericanBasketEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCLDAmericanBasketEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class PricingEngine

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Specified by:

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

Overrides:

delete in class PricingEngine