Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class QdPlusAmericanEngine

java.lang.Object

org.quantlib.Observable

org.quantlib.PricingEngine

org.quantlib.QdPlusAmericanEngine

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	QdPlusAmericanEngine.SolverType

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	QdPlusAmericanEngine(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)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(QdPlusAmericanEngine 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

QdPlusAmericanEngine

protected QdPlusAmericanEngine(long cPtr,
                               boolean cMemoryOwn)

QdPlusAmericanEngine

public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process,
                            long interpolationPoints,
                            QdPlusAmericanEngine.SolverType solverType,
                            double eps,
                            long maxIter)

QdPlusAmericanEngine

public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process,
                            long interpolationPoints,
                            QdPlusAmericanEngine.SolverType solverType,
                            double eps)

QdPlusAmericanEngine

public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process,
                            long interpolationPoints,
                            QdPlusAmericanEngine.SolverType solverType)

QdPlusAmericanEngine

public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process,
                            long interpolationPoints)

QdPlusAmericanEngine

public QdPlusAmericanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(QdPlusAmericanEngine 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