Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPREuropeanHestonEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPREuropeanHestonEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPREuropeanHestonEngine

protected MCPREuropeanHestonEngine(long cPtr,
                                   boolean cMemoryOwn)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples,
                                int seed)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance,
                                int maxSamples)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples,
                                double requiredTolerance)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate,
                                int requiredSamples)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear,
                                boolean antitheticVariate)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps,
                                int timeStepsPerYear)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process,
                                int timeSteps)

MCPREuropeanHestonEngine

public MCPREuropeanHestonEngine(HestonProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPREuropeanHestonEngine 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