Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDEuropeanEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDEuropeanEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCLDEuropeanEngine

protected MCLDEuropeanEngine(long cPtr,
                             boolean cMemoryOwn)

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

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

MCLDEuropeanEngine

public MCLDEuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps)

MCLDEuropeanEngine

public MCLDEuropeanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCLDEuropeanEngine 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