Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPREverestEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPREverestEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPREverestEngine

protected MCPREverestEngine(long cPtr,
                            boolean cMemoryOwn)

MCPREverestEngine

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

MCPREverestEngine

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

MCPREverestEngine

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

MCPREverestEngine

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

MCPREverestEngine

public MCPREverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear,
                         boolean brownianBridge,
                         boolean antitheticVariate)

MCPREverestEngine

public MCPREverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear,
                         boolean brownianBridge)

MCPREverestEngine

public MCPREverestEngine(StochasticProcessArray process,
                         long timeSteps,
                         long timeStepsPerYear)

MCPREverestEngine

public MCPREverestEngine(StochasticProcessArray process,
                         long timeSteps)

MCPREverestEngine

public MCPREverestEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCPREverestEngine 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