com.github.vonrosen.quantlib

Class FDDividendAmericanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDDividendAmericanEngine

public class FDDividendAmericanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FDDividendAmericanEngine

protected FDDividendAmericanEngine(long cPtr,
                                   boolean cMemoryOwn)

FDDividendAmericanEngine

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

FDDividendAmericanEngine

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

FDDividendAmericanEngine

public FDDividendAmericanEngine(GeneralizedBlackScholesProcess process,
                                long timeSteps)

FDDividendAmericanEngine

public FDDividendAmericanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDDividendAmericanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine