com.github.vonrosen.quantlib

Class MCEuropeanBasketEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCEuropeanBasketEngine

public class MCEuropeanBasketEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

MCEuropeanBasketEngine

protected MCEuropeanBasketEngine(long cPtr,
                                 boolean cMemoryOwn)

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

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

MCEuropeanBasketEngine

public MCEuropeanBasketEngine(StochasticProcessArray process,
                              String traits)

Method Detail

getCPtr

protected static long getCPtr(MCEuropeanBasketEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine