com.github.vonrosen.quantlib

Class FdBlackScholesVanillaEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.FdBlackScholesVanillaEngine

public class FdBlackScholesVanillaEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

FdBlackScholesVanillaEngine

protected FdBlackScholesVanillaEngine(long cPtr,
                                      boolean cMemoryOwn)

FdBlackScholesVanillaEngine

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

FdBlackScholesVanillaEngine

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

FdBlackScholesVanillaEngine

public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process,
                                   long tGrid)

FdBlackScholesVanillaEngine

public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process)

Method Detail

getCPtr

protected static long getCPtr(FdBlackScholesVanillaEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine