com.github.vonrosen.quantlib

Class FDAmericanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDAmericanEngine

public class FDAmericanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FDAmericanEngine(GeneralizedBlackScholesProcess process)
	FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps)
	FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints)
	FDAmericanEngine(GeneralizedBlackScholesProcess process, long timeSteps, long gridPoints, boolean timeDependent)
protected	FDAmericanEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

FDAmericanEngine

protected FDAmericanEngine(long cPtr,
                           boolean cMemoryOwn)

FDAmericanEngine

public FDAmericanEngine(GeneralizedBlackScholesProcess process,
                        long timeSteps,
                        long gridPoints,
                        boolean timeDependent)

FDAmericanEngine

public FDAmericanEngine(GeneralizedBlackScholesProcess process,
                        long timeSteps,
                        long gridPoints)

FDAmericanEngine

public FDAmericanEngine(GeneralizedBlackScholesProcess process,
                        long timeSteps)

FDAmericanEngine

public FDAmericanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDAmericanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine