com.github.vonrosen.quantlib

Class FDShoutEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FDShoutEngine

public class FDShoutEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FDShoutEngine

protected FDShoutEngine(long cPtr,
                        boolean cMemoryOwn)

FDShoutEngine

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

FDShoutEngine

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

FDShoutEngine

public FDShoutEngine(GeneralizedBlackScholesProcess process,
                     long timeSteps)

FDShoutEngine

public FDShoutEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FDShoutEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine