Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MCPRHimalayaEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.MCPRHimalayaEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

MCPRHimalayaEngine

protected MCPRHimalayaEngine(long cPtr,
                             boolean cMemoryOwn)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples,
                          int seed)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples,
                          double requiredTolerance,
                          int maxSamples)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples,
                          double requiredTolerance)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge,
                          boolean antitheticVariate,
                          int requiredSamples)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge,
                          boolean antitheticVariate)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process,
                          boolean brownianBridge)

MCPRHimalayaEngine

public MCPRHimalayaEngine(StochasticProcessArray process)

Method Detail

getCPtr

protected static long getCPtr(MCPRHimalayaEngine 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