Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPREuropeanEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPREuropeanEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MCPREuropeanEngine(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)

Method Summary

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

MCPREuropeanEngine

protected MCPREuropeanEngine(long cPtr,
                             boolean cMemoryOwn)

MCPREuropeanEngine

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

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples,
                          double requiredTolerance)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean brownianBridge,
                          boolean antitheticVariate)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear,
                          boolean brownianBridge)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps,
                          int timeStepsPerYear)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process,
                          int timeSteps)

MCPREuropeanEngine

public MCPREuropeanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPREuropeanEngine 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