com.github.vonrosen.quantlib

Class MCAmericanBasketEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCAmericanBasketEngine

public class MCAmericanBasketEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	MCAmericanBasketEngine(long cPtr, boolean cMemoryOwn)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples)
	MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)

Method Summary

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

MCAmericanBasketEngine

protected MCAmericanBasketEngine(long cPtr,
                                 boolean cMemoryOwn)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge,
                              boolean antitheticVariate,
                              int requiredSamples,
                              double requiredTolerance,
                              int maxSamples,
                              int seed)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge,
                              boolean antitheticVariate,
                              int requiredSamples,
                              double requiredTolerance,
                              int maxSamples)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge,
                              boolean antitheticVariate,
                              int requiredSamples,
                              double requiredTolerance)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge,
                              boolean antitheticVariate,
                              int requiredSamples)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge,
                              boolean antitheticVariate)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear,
                              boolean brownianBridge)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps,
                              long timeStepsPerYear)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits,
                              long timeSteps)

MCAmericanBasketEngine

public MCAmericanBasketEngine(StochasticProcessArray process,
                              String traits)

Method Detail

getCPtr

protected static long getCPtr(MCAmericanBasketEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine