- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.PricingEngine
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- org.quantlib.QdPlusAmericanEngine
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class QdPlusAmericanEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
Nested Classes Modifier and Type Class Description static classQdPlusAmericanEngine.SolverType
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Constructor Summary
Constructors Modifier Constructor Description protectedQdPlusAmericanEngine(long cPtr, boolean cMemoryOwn)QdPlusAmericanEngine(GeneralizedBlackScholesProcess process)QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints)QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType)QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType, double eps)QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType, double eps, long maxIter)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(QdPlusAmericanEngine obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.PricingEngine
getCPtr
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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QdPlusAmericanEngine
protected QdPlusAmericanEngine(long cPtr, boolean cMemoryOwn)
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QdPlusAmericanEngine
public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType, double eps, long maxIter)
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QdPlusAmericanEngine
public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType, double eps)
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QdPlusAmericanEngine
public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints, QdPlusAmericanEngine.SolverType solverType)
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QdPlusAmericanEngine
public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process, long interpolationPoints)
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QdPlusAmericanEngine
public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process)
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Method Detail
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getCPtr
protected static long getCPtr(QdPlusAmericanEngine obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classPricingEngine
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finalize
protected void finalize()
- Overrides:
finalizein classPricingEngine
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classPricingEngine
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