com.github.vonrosen.quantlib

Class MCDiscreteArithmeticAPEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCDiscreteArithmeticAPEngine

public class MCDiscreteArithmeticAPEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples)
	MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process, String traits, boolean brownianBridge, boolean antitheticVariate, boolean controlVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed)
protected	MCDiscreteArithmeticAPEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

MCDiscreteArithmeticAPEngine

protected MCDiscreteArithmeticAPEngine(long cPtr,
                                       boolean cMemoryOwn)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate,
                                    boolean controlVariate,
                                    int requiredSamples,
                                    double requiredTolerance,
                                    int maxSamples,
                                    int seed)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate,
                                    boolean controlVariate,
                                    int requiredSamples,
                                    double requiredTolerance,
                                    int maxSamples)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate,
                                    boolean controlVariate,
                                    int requiredSamples,
                                    double requiredTolerance)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate,
                                    boolean controlVariate,
                                    int requiredSamples)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate,
                                    boolean controlVariate)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge,
                                    boolean antitheticVariate)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits,
                                    boolean brownianBridge)

MCDiscreteArithmeticAPEngine

public MCDiscreteArithmeticAPEngine(GeneralizedBlackScholesProcess process,
                                    String traits)

Method Detail

getCPtr

protected static long getCPtr(MCDiscreteArithmeticAPEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine