Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SobolBrownianGenerator

java.lang.Object

org.quantlib.BrownianGenerator

org.quantlib.SobolBrownianGenerator

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class SobolBrownianGenerator
extends BrownianGenerator
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SobolBrownianGenerator.Ordering

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SobolBrownianGenerator(long cPtr, boolean cMemoryOwn)
	SobolBrownianGenerator(long factors, long steps, SobolBrownianGenerator.Ordering ordering)
	SobolBrownianGenerator(long factors, long steps, SobolBrownianGenerator.Ordering ordering, long seed)
	SobolBrownianGenerator(long factors, long steps, SobolBrownianGenerator.Ordering ordering, long seed, SobolRsg.DirectionIntegers directionIntegers)

Method Summary

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

Methods inherited from class org.quantlib.BrownianGenerator

getCPtr, nextPath, nextStep, numberOfFactors, numberOfSteps

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

SobolBrownianGenerator

protected SobolBrownianGenerator(long cPtr,
                                 boolean cMemoryOwn)

SobolBrownianGenerator

public SobolBrownianGenerator(long factors,
                              long steps,
                              SobolBrownianGenerator.Ordering ordering,
                              long seed,
                              SobolRsg.DirectionIntegers directionIntegers)

SobolBrownianGenerator

public SobolBrownianGenerator(long factors,
                              long steps,
                              SobolBrownianGenerator.Ordering ordering,
                              long seed)

SobolBrownianGenerator

public SobolBrownianGenerator(long factors,
                              long steps,
                              SobolBrownianGenerator.Ordering ordering)

Method Detail

getCPtr

protected static long getCPtr(SobolBrownianGenerator obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BrownianGenerator

finalize

protected void finalize()

Overrides:

finalize in class BrownianGenerator

delete

public void delete()

Specified by:

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

Overrides:

delete in class BrownianGenerator