com.github.vonrosen.quantlib

Class AnalyticDigitalAmericanKOEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.AnalyticDigitalAmericanKOEngine

public class AnalyticDigitalAmericanKOEngine
extends PricingEngine

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.PricingEngine

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	AnalyticDigitalAmericanKOEngine(GeneralizedBlackScholesProcess process)
protected	AnalyticDigitalAmericanKOEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

Methods inherited from class com.github.vonrosen.quantlib.PricingEngine

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AnalyticDigitalAmericanKOEngine

protected AnalyticDigitalAmericanKOEngine(long cPtr,
                                          boolean cMemoryOwn)

AnalyticDigitalAmericanKOEngine

public AnalyticDigitalAmericanKOEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(AnalyticDigitalAmericanKOEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine