com.github.vonrosen.quantlib

Class MCEuropeanEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCEuropeanEngine

public class MCEuropeanEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

MCEuropeanEngine

protected MCEuropeanEngine(long cPtr,
                           boolean cMemoryOwn)

MCEuropeanEngine

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

MCEuropeanEngine

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

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps,
                        int timeStepsPerYear,
                        boolean brownianBridge,
                        boolean antitheticVariate,
                        int requiredSamples,
                        double requiredTolerance)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps,
                        int timeStepsPerYear,
                        boolean brownianBridge,
                        boolean antitheticVariate,
                        int requiredSamples)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps,
                        int timeStepsPerYear,
                        boolean brownianBridge,
                        boolean antitheticVariate)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps,
                        int timeStepsPerYear,
                        boolean brownianBridge)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps,
                        int timeStepsPerYear)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits,
                        int timeSteps)

MCEuropeanEngine

public MCEuropeanEngine(GeneralizedBlackScholesProcess process,
                        String traits)

Method Detail

getCPtr

protected static long getCPtr(MCEuropeanEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine