Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDEverestEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDEverestEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCLDEverestEngine

protected MCLDEverestEngine(long cPtr,
                            boolean cMemoryOwn)

MCLDEverestEngine

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

MCLDEverestEngine

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

MCLDEverestEngine

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

MCLDEverestEngine

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

MCLDEverestEngine

public MCLDEverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate)

MCLDEverestEngine

public MCLDEverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear,
                         boolean brownianBridge)

MCLDEverestEngine

public MCLDEverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear)

MCLDEverestEngine

public MCLDEverestEngine(StochasticProcessArray process,
                         long timeSteps)

MCLDEverestEngine

public MCLDEverestEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCLDEverestEngine 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