com.github.vonrosen.quantlib

Class BinomialVanillaEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.BinomialVanillaEngine

public class BinomialVanillaEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

BinomialVanillaEngine

protected BinomialVanillaEngine(long cPtr,
                                boolean cMemoryOwn)

BinomialVanillaEngine

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

Method Detail

getCPtr

protected static long getCPtr(BinomialVanillaEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine