com.github.vonrosen.quantlib

Class AnalyticHestonEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.AnalyticHestonEngine

public class AnalyticHestonEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	AnalyticHestonEngine(HestonModel model)
	AnalyticHestonEngine(HestonModel model, double relTolerance, long maxEvaluations)
	AnalyticHestonEngine(HestonModel model, long integrationOrder)
protected	AnalyticHestonEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

AnalyticHestonEngine

protected AnalyticHestonEngine(long cPtr,
                               boolean cMemoryOwn)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            long integrationOrder)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model)

AnalyticHestonEngine

public AnalyticHestonEngine(HestonModel model,
                            double relTolerance,
                            long maxEvaluations)

Method Detail

getCPtr

protected static long getCPtr(AnalyticHestonEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine