com.github.vonrosen.quantlib

Class AnalyticPTDHestonEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.AnalyticPTDHestonEngine

public class AnalyticPTDHestonEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

AnalyticPTDHestonEngine

protected AnalyticPTDHestonEngine(long cPtr,
                                  boolean cMemoryOwn)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               double relTolerance,
                               long maxEvaluations)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model,
                               long integrationOrder)

AnalyticPTDHestonEngine

public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model)

Method Detail

getCPtr

protected static long getCPtr(AnalyticPTDHestonEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine