com.github.vonrosen.quantlib

Class FDDividendEuropeanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDDividendEuropeanEngine

public class FDDividendEuropeanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FDDividendEuropeanEngine

protected FDDividendEuropeanEngine(long cPtr,
                                   boolean cMemoryOwn)

FDDividendEuropeanEngine

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

FDDividendEuropeanEngine

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

FDDividendEuropeanEngine

public FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process,
                                long timeSteps)

FDDividendEuropeanEngine

public FDDividendEuropeanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDDividendEuropeanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine