com.github.vonrosen.quantlib

Class FdBlackScholesBarrierEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FdBlackScholesBarrierEngine

public class FdBlackScholesBarrierEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol)
	FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
protected	FdBlackScholesBarrierEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

FdBlackScholesBarrierEngine

protected FdBlackScholesBarrierEngine(long cPtr,
                                      boolean cMemoryOwn)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid,
                                   long xGrid,
                                   long dampingSteps,
                                   FdmSchemeDesc schemeDesc,
                                   boolean localVol,
                                   double illegalLocalVolOverwrite)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid,
                                   long xGrid,
                                   long dampingSteps,
                                   FdmSchemeDesc schemeDesc,
                                   boolean localVol)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid,
                                   long xGrid,
                                   long dampingSteps,
                                   FdmSchemeDesc schemeDesc)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid,
                                   long xGrid,
                                   long dampingSteps)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid,
                                   long xGrid)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid)

FdBlackScholesBarrierEngine

public FdBlackScholesBarrierEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FdBlackScholesBarrierEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine