com.github.vonrosen.quantlib

Class FdBlackScholesAsianEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FdBlackScholesAsianEngine

public class FdBlackScholesAsianEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FdBlackScholesAsianEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long aGrid)
protected	FdBlackScholesAsianEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

FdBlackScholesAsianEngine

protected FdBlackScholesAsianEngine(long cPtr,
                                    boolean cMemoryOwn)

FdBlackScholesAsianEngine

public FdBlackScholesAsianEngine(GeneralizedBlackScholesProcess process,
                                 long tGrid,
                                 long xGrid,
                                 long aGrid)

Method Detail

getCPtr

protected static long getCPtr(FdBlackScholesAsianEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine