com.github.vonrosen.quantlib

Class BinomialBarrierEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BinomialBarrierEngine

public class BinomialBarrierEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BinomialBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps)
	BinomialBarrierEngine(GeneralizedBlackScholesProcess process, String type, long steps, long max_steps)
protected	BinomialBarrierEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

BinomialBarrierEngine

protected BinomialBarrierEngine(long cPtr,
                                boolean cMemoryOwn)

BinomialBarrierEngine

public BinomialBarrierEngine(GeneralizedBlackScholesProcess process,
                             String type,
                             long steps,
                             long max_steps)

BinomialBarrierEngine

public BinomialBarrierEngine(GeneralizedBlackScholesProcess process,
                             String type,
                             long steps)

Method Detail

getCPtr

protected static long getCPtr(BinomialBarrierEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine