Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRForwardEuropeanBSEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRForwardEuropeanBSEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPRForwardEuropeanBSEngine

protected MCPRForwardEuropeanBSEngine(long cPtr,
                                      boolean cMemoryOwn)

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

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

MCPRForwardEuropeanBSEngine

public MCPRForwardEuropeanBSEngine(GeneralizedBlackScholesProcess process,
                                   int timeSteps)

MCPRForwardEuropeanBSEngine

public MCPRForwardEuropeanBSEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(MCPRForwardEuropeanBSEngine 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