- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.PricingEngine
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- org.quantlib.MCPREuropeanEngine
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class MCPREuropeanEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedMCPREuropeanEngine(long cPtr, boolean cMemoryOwn)MCPREuropeanEngine(GeneralizedBlackScholesProcess process)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(MCPREuropeanEngine obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.PricingEngine
getCPtr
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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MCPREuropeanEngine
protected MCPREuropeanEngine(long cPtr, boolean cMemoryOwn)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear, boolean brownianBridge)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps, int timeStepsPerYear)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process, int timeSteps)
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MCPREuropeanEngine
public MCPREuropeanEngine(GeneralizedBlackScholesProcess process)
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Method Detail
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getCPtr
protected static long getCPtr(MCPREuropeanEngine obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classPricingEngine
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finalize
protected void finalize()
- Overrides:
finalizein classPricingEngine
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classPricingEngine
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