Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class PricingEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

AnalyticAmericanMargrabeEngine, AnalyticBarrierEngine, AnalyticBinaryBarrierEngine, AnalyticBSMHullWhiteEngine, AnalyticCapFloorEngine, AnalyticCEVEngine, AnalyticCliquetEngine, AnalyticComplexChooserEngine, AnalyticCompoundOptionEngine, AnalyticContinuousFixedLookbackEngine, AnalyticContinuousFloatingLookbackEngine, AnalyticContinuousGeometricAveragePriceAsianEngine, AnalyticContinuousGeometricAveragePriceAsianHestonEngine, AnalyticContinuousPartialFixedLookbackEngine, AnalyticContinuousPartialFloatingLookbackEngine, AnalyticDigitalAmericanEngine, AnalyticDigitalAmericanKOEngine, AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAveragePriceAsianHestonEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, AnalyticDividendEuropeanEngine, AnalyticDoubleBarrierBinaryEngine, AnalyticDoubleBarrierEngine, AnalyticEuropeanEngine, AnalyticEuropeanMargrabeEngine, AnalyticGJRGARCHEngine, AnalyticH1HWEngine, AnalyticHestonEngine, AnalyticHestonForwardEuropeanEngine, AnalyticHestonHullWhiteEngine, AnalyticPartialTimeBarrierOptionEngine, AnalyticPerformanceEngine, AnalyticPTDHestonEngine, AnalyticSimpleChooserEngine, BachelierCapFloorEngine, BachelierSwaptionEngine, BaroneAdesiWhaleyApproximationEngine, BatesEngine, BinomialCRRBarrierEngine, BinomialCRRConvertibleEngine, BinomialCRRDoubleBarrierEngine, BinomialCRRVanillaEngine, BinomialEQPBarrierEngine, BinomialEQPConvertibleEngine, BinomialEQPDoubleBarrierEngine, BinomialEQPVanillaEngine, BinomialJ4BarrierEngine, BinomialJ4ConvertibleEngine, BinomialJ4DoubleBarrierEngine, BinomialJ4VanillaEngine, BinomialJRBarrierEngine, BinomialJRConvertibleEngine, BinomialJRDoubleBarrierEngine, BinomialJRVanillaEngine, BinomialLRBarrierEngine, BinomialLRConvertibleEngine, BinomialLRDoubleBarrierEngine, BinomialLRVanillaEngine, BinomialTianBarrierEngine, BinomialTianConvertibleEngine, BinomialTianDoubleBarrierEngine, BinomialTianVanillaEngine, BinomialTrigeorgisBarrierEngine, BinomialTrigeorgisConvertibleEngine, BinomialTrigeorgisDoubleBarrierEngine, BinomialTrigeorgisVanillaEngine, BjerksundStenslandApproximationEngine, BlackCallableFixedRateBondEngine, BlackCapFloorEngine, BlackCdsOptionEngine, BlackSwaptionEngine, ContinuousArithmeticAsianLevyEngine, COSHestonEngine, DiscountingBondEngine, DiscountingSwapEngine, ExponentialFittingHestonEngine, Fd2dBlackScholesVanillaEngine, FdBatesVanillaEngine, FdBlackScholesAsianEngine, FdBlackScholesBarrierEngine, FdBlackScholesRebateEngine, FdBlackScholesShoutEngine, FdBlackScholesVanillaEngine, FdCEVVanillaEngine, FdG2SwaptionEngine, FdHestonBarrierEngine, FdHestonDoubleBarrierEngine, FdHestonHullWhiteVanillaEngine, FdHestonRebateEngine, FdHestonVanillaEngine, FdHullWhiteSwaptionEngine, FdOrnsteinUhlenbeckVanillaEngine, FdSabrVanillaEngine, FdSimpleBSSwingEngine, FdSimpleExtOUJumpSwingEngine, FFTVarianceGammaEngine, ForwardEuropeanEngine, G2SwaptionEngine, Gaussian1dCapFloorEngine, Gaussian1dFloatFloatSwaptionEngine, Gaussian1dJamshidianSwaptionEngine, Gaussian1dNonstandardSwaptionEngine, Gaussian1dSwaptionEngine, IntegralCdsEngine, IntegralEngine, IsdaCdsEngine, JamshidianSwaptionEngine, JuQuadraticApproximationEngine, KirkEngine, KirkSpreadOptionEngine, MCLDAmericanBasketEngine, MCLDAmericanEngine, MCLDBarrierEngine, MCLDDigitalEngine, MCLDDiscreteArithmeticAPEngine, MCLDDiscreteArithmeticAPHestonEngine, MCLDDiscreteArithmeticASEngine, MCLDDiscreteGeometricAPEngine, MCLDDiscreteGeometricAPHestonEngine, MCLDEuropeanBasketEngine, MCLDEuropeanEngine, MCLDEuropeanGJRGARCHEngine, MCLDEuropeanHestonEngine, MCLDEverestEngine, MCLDForwardEuropeanBSEngine, MCLDForwardEuropeanHestonEngine, MCLDHimalayaEngine, MCLDPerformanceEngine, MCPRAmericanBasketEngine, MCPRAmericanEngine, MCPRBarrierEngine, MCPRDigitalEngine, MCPRDiscreteArithmeticAPEngine, MCPRDiscreteArithmeticAPHestonEngine, MCPRDiscreteArithmeticASEngine, MCPRDiscreteGeometricAPEngine, MCPRDiscreteGeometricAPHestonEngine, MCPREuropeanBasketEngine, MCPREuropeanEngine, MCPREuropeanGJRGARCHEngine, MCPREuropeanHestonEngine, MCPREverestEngine, MCPRForwardEuropeanBSEngine, MCPRForwardEuropeanHestonEngine, MCPRHimalayaEngine, MCPRPerformanceEngine, MidPointCdsEngine, QdFpAmericanEngine, QdPlusAmericanEngine, QuantoBarrierEngine, QuantoEuropeanEngine, QuantoForwardEuropeanEngine, RiskyBondEngine, StulzEngine, SuoWangDoubleBarrierEngine, TreeCallableFixedRateBondEngine, TreeCapFloorEngine, TreeSwaptionEngine, TurnbullWakemanAsianEngine, VannaVolgaBarrierEngine, VannaVolgaIKDoubleBarrierEngine, VannaVolgaWODoubleBarrierEngine, VarianceGammaEngine, YoYInflationBachelierCapFloorEngine, YoYInflationBlackCapFloorEngine, YoYInflationUnitDisplacedBlackCapFloorEngine

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	PricingEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(PricingEngine obj)
protected void	swigSetCMemOwn(boolean own)

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

PricingEngine

protected PricingEngine(long cPtr,
                        boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(PricingEngine obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Observable

finalize

protected void finalize()

Overrides:

finalize in class Observable

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class Observable