Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPREuropeanBasketEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPREuropeanBasketEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPREuropeanBasketEngine

protected MCPREuropeanBasketEngine(long cPtr,
                                   boolean cMemoryOwn)

MCPREuropeanBasketEngine

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

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate,
                                int requiredSamples)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge,
                                boolean antitheticVariate)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean brownianBridge)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps,
                                int timeStepsPerYear)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process,
                                int timeSteps)

MCPREuropeanBasketEngine

public MCPREuropeanBasketEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCPREuropeanBasketEngine 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