Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRAmericanEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRAmericanEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MCPRAmericanEngine(long cPtr, boolean cMemoryOwn)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration)
	MCPRAmericanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, int polynomOrder, LsmBasisSystem.PolynomialType polynomType, int nCalibrationSamples, OptionalBool antitheticVariateCalibration, long seedCalibration)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(MCPRAmericanEngine 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

MCPRAmericanEngine

protected MCPRAmericanEngine(long cPtr,
                             boolean cMemoryOwn)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed,
                          int polynomOrder,
                          LsmBasisSystem.PolynomialType polynomType,
                          int nCalibrationSamples,
                          OptionalBool antitheticVariateCalibration,
                          long seedCalibration)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed,
                          int polynomOrder,
                          LsmBasisSystem.PolynomialType polynomType,
                          int nCalibrationSamples,
                          OptionalBool antitheticVariateCalibration)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed,
                          int polynomOrder,
                          LsmBasisSystem.PolynomialType polynomType,
                          int nCalibrationSamples)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed,
                          int polynomOrder,
                          LsmBasisSystem.PolynomialType polynomType)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed,
                          int polynomOrder)

MCPRAmericanEngine

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

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples,
                          double requiredTolerance)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate,
                          int requiredSamples)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate,
                          boolean controlVariate)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean antitheticVariate)

MCPRAmericanEngine

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

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps)

MCPRAmericanEngine

public MCPRAmericanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPRAmericanEngine 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