com.github.vonrosen.quantlib

Class FFTVarianceGammaEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FFTVarianceGammaEngine

public class FFTVarianceGammaEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	FFTVarianceGammaEngine(long cPtr, boolean cMemoryOwn)
	FFTVarianceGammaEngine(VarianceGammaProcess process)
	FFTVarianceGammaEngine(VarianceGammaProcess process, double logStrikeSpacing)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FFTVarianceGammaEngine obj)
void	precalculate(InstrumentVector optionList)

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

FFTVarianceGammaEngine

protected FFTVarianceGammaEngine(long cPtr,
                                 boolean cMemoryOwn)

FFTVarianceGammaEngine

public FFTVarianceGammaEngine(VarianceGammaProcess process,
                              double logStrikeSpacing)

FFTVarianceGammaEngine

public FFTVarianceGammaEngine(VarianceGammaProcess process)

Method Detail

getCPtr

protected static long getCPtr(FFTVarianceGammaEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine

precalculate

public void precalculate(InstrumentVector optionList)