Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class QdFpAmericanEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.QdFpAmericanEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	QdFpAmericanEngine.FixedPointEquation

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	QdFpAmericanEngine(long cPtr, boolean cMemoryOwn)
	QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess)
	QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess, QdFpIterationScheme iterationScheme)
	QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess, QdFpIterationScheme iterationScheme, QdFpAmericanEngine.FixedPointEquation fpEquation)

Method Summary

Modifier and Type	Method	Description
static QdFpIterationScheme	accurateScheme()
void	delete()
static QdFpIterationScheme	fastScheme()
protected void	finalize()
protected static long	getCPtr(QdFpAmericanEngine obj)
static QdFpIterationScheme	highPrecisionScheme()
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

QdFpAmericanEngine

protected QdFpAmericanEngine(long cPtr,
                             boolean cMemoryOwn)

QdFpAmericanEngine

public QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess,
                          QdFpIterationScheme iterationScheme,
                          QdFpAmericanEngine.FixedPointEquation fpEquation)

QdFpAmericanEngine

public QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess,
                          QdFpIterationScheme iterationScheme)

QdFpAmericanEngine

public QdFpAmericanEngine(GeneralizedBlackScholesProcess bsProcess)

Method Detail

getCPtr

protected static long getCPtr(QdFpAmericanEngine 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

fastScheme

public static QdFpIterationScheme fastScheme()

accurateScheme

public static QdFpIterationScheme accurateScheme()

highPrecisionScheme

public static QdFpIterationScheme highPrecisionScheme()