Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDBarrierEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDBarrierEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MCLDBarrierEngine(long cPtr, boolean cMemoryOwn)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, boolean isBiased)
	MCLDBarrierEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, boolean isBiased, int seed)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(MCLDBarrierEngine 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

MCLDBarrierEngine

protected MCLDBarrierEngine(long cPtr,
                            boolean cMemoryOwn)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate,
                         int requiredSamples,
                         double requiredTolerance,
                         int maxSamples,
                         boolean isBiased,
                         int seed)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate,
                         int requiredSamples,
                         double requiredTolerance,
                         int maxSamples,
                         boolean isBiased)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate,
                         int requiredSamples,
                         double requiredTolerance,
                         int maxSamples)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate,
                         int requiredSamples,
                         double requiredTolerance)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate,
                         int requiredSamples)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear,
                         boolean brownianBridge)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps,
                         int timeStepsPerYear)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process,
                         int timeSteps)

MCLDBarrierEngine

public MCLDBarrierEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCLDBarrierEngine 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