Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDEuropeanGJRGARCHEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDEuropeanGJRGARCHEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCLDEuropeanGJRGARCHEngine

protected MCLDEuropeanGJRGARCHEngine(long cPtr,
                                     boolean cMemoryOwn)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance,
                                  int maxSamples,
                                  int seed)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance,
                                  int maxSamples)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps)

MCLDEuropeanGJRGARCHEngine

public MCLDEuropeanGJRGARCHEngine(GJRGARCHProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCLDEuropeanGJRGARCHEngine 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