Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPREuropeanGJRGARCHEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPREuropeanGJRGARCHEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPREuropeanGJRGARCHEngine

protected MCPREuropeanGJRGARCHEngine(long cPtr,
                                     boolean cMemoryOwn)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance,
                                  int maxSamples,
                                  int seed)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance,
                                  int maxSamples)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples,
                                  double requiredTolerance)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate,
                                  int requiredSamples)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear,
                                  boolean antitheticVariate)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps,
                                  int timeStepsPerYear)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process,
                                  int timeSteps)

MCPREuropeanGJRGARCHEngine

public MCPREuropeanGJRGARCHEngine(GJRGARCHProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPREuropeanGJRGARCHEngine 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