Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRDiscreteArithmeticASEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRDiscreteArithmeticASEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPRDiscreteArithmeticASEngine

protected MCPRDiscreteArithmeticASEngine(long cPtr,
                                         boolean cMemoryOwn)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge,
                                      boolean antitheticVariate,
                                      int requiredSamples,
                                      double requiredTolerance,
                                      int maxSamples,
                                      int seed)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge,
                                      boolean antitheticVariate,
                                      int requiredSamples,
                                      double requiredTolerance,
                                      int maxSamples)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge,
                                      boolean antitheticVariate,
                                      int requiredSamples,
                                      double requiredTolerance)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge,
                                      boolean antitheticVariate,
                                      int requiredSamples)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge,
                                      boolean antitheticVariate)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process,
                                      boolean brownianBridge)

MCPRDiscreteArithmeticASEngine

public MCPRDiscreteArithmeticASEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPRDiscreteArithmeticASEngine 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