Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRDiscreteArithmeticAPHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRDiscreteArithmeticAPHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

MCPRDiscreteArithmeticAPHestonEngine

protected MCPRDiscreteArithmeticAPHestonEngine(long cPtr,
                                               boolean cMemoryOwn)

MCPRDiscreteArithmeticAPHestonEngine

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

MCPRDiscreteArithmeticAPHestonEngine

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

MCPRDiscreteArithmeticAPHestonEngine

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

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process,
                                            boolean antitheticVariate,
                                            int requiredSamples,
                                            double requiredTolerance,
                                            int maxSamples,
                                            int seed)

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process,
                                            boolean antitheticVariate,
                                            int requiredSamples,
                                            double requiredTolerance,
                                            int maxSamples)

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process,
                                            boolean antitheticVariate,
                                            int requiredSamples,
                                            double requiredTolerance)

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process,
                                            boolean antitheticVariate,
                                            int requiredSamples)

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process,
                                            boolean antitheticVariate)

MCPRDiscreteArithmeticAPHestonEngine

public MCPRDiscreteArithmeticAPHestonEngine(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPRDiscreteArithmeticAPHestonEngine 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