Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCLDForwardEuropeanBSEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCLDForwardEuropeanBSEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCLDForwardEuropeanBSEngine

protected MCLDForwardEuropeanBSEngine(long cPtr,
                                      boolean cMemoryOwn)

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

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

MCLDForwardEuropeanBSEngine

public MCLDForwardEuropeanBSEngine(GeneralizedBlackScholesProcess process,
                                   int timeSteps)

MCLDForwardEuropeanBSEngine

public MCLDForwardEuropeanBSEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCLDForwardEuropeanBSEngine 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