Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDEuropeanHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDEuropeanHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCLDEuropeanHestonEngine

protected MCLDEuropeanHestonEngine(long cPtr,
                                   boolean cMemoryOwn)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process,
                                int timeSteps)

MCLDEuropeanHestonEngine

public MCLDEuropeanHestonEngine(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCLDEuropeanHestonEngine 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