Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRDiscreteGeometricAPEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRDiscreteGeometricAPEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPRDiscreteGeometricAPEngine

protected MCPRDiscreteGeometricAPEngine(long cPtr,
                                        boolean cMemoryOwn)

MCPRDiscreteGeometricAPEngine

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

MCPRDiscreteGeometricAPEngine

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

MCPRDiscreteGeometricAPEngine

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

MCPRDiscreteGeometricAPEngine

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

MCPRDiscreteGeometricAPEngine

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

MCPRDiscreteGeometricAPEngine

public MCPRDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process,
                                     boolean brownianBridge)

MCPRDiscreteGeometricAPEngine

public MCPRDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPRDiscreteGeometricAPEngine 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