Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDEuropeanBasketEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDEuropeanBasketEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

MCLDEuropeanBasketEngine

protected MCLDEuropeanBasketEngine(long cPtr,
                                   boolean cMemoryOwn)

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

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

MCLDEuropeanBasketEngine

public MCLDEuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps)

MCLDEuropeanBasketEngine

public MCLDEuropeanBasketEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCLDEuropeanBasketEngine 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