com.github.vonrosen.quantlib

Class FDEuropeanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDEuropeanEngine

public class FDEuropeanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FDEuropeanEngine

protected FDEuropeanEngine(long cPtr,
                           boolean cMemoryOwn)

FDEuropeanEngine

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

FDEuropeanEngine

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

FDEuropeanEngine

public FDEuropeanEngine(GeneralizedBlackScholesProcess process,
                        long timeSteps)

FDEuropeanEngine

public FDEuropeanEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDEuropeanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine