com.github.vonrosen.quantlib

Class FDBermudanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDBermudanEngine

public class FDBermudanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FDBermudanEngine

protected FDBermudanEngine(long cPtr,
                           boolean cMemoryOwn)

FDBermudanEngine

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

FDBermudanEngine

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

FDBermudanEngine

public FDBermudanEngine(GeneralizedBlackScholesProcess process,
                        long timeSteps)

FDBermudanEngine

public FDBermudanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDBermudanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine