com.github.vonrosen.quantlib

Class ContinuousArithmeticAsianLevyEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.ContinuousArithmeticAsianLevyEngine

public class ContinuousArithmeticAsianLevyEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process, QuoteHandle runningAverage, Date startDate)
protected	ContinuousArithmeticAsianLevyEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

ContinuousArithmeticAsianLevyEngine

protected ContinuousArithmeticAsianLevyEngine(long cPtr,
                                              boolean cMemoryOwn)

ContinuousArithmeticAsianLevyEngine

public ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process,
                                           QuoteHandle runningAverage,
                                           Date startDate)

Method Detail

getCPtr

protected static long getCPtr(ContinuousArithmeticAsianLevyEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine