com.github.vonrosen.quantlib

Class MCDiscreteGeometricAPEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCDiscreteGeometricAPEngine

public class MCDiscreteGeometricAPEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

MCDiscreteGeometricAPEngine

protected MCDiscreteGeometricAPEngine(long cPtr,
                                      boolean cMemoryOwn)

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

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

MCDiscreteGeometricAPEngine

public MCDiscreteGeometricAPEngine(GeneralizedBlackScholesProcess process,
                                   String traits)

Method Detail

getCPtr

protected static long getCPtr(MCDiscreteGeometricAPEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine