com.github.vonrosen.quantlib

Class MCEverestEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCEverestEngine

public class MCEverestEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

MCEverestEngine

protected MCEverestEngine(long cPtr,
                          boolean cMemoryOwn)

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

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

MCEverestEngine

public MCEverestEngine(StochasticProcessArray process,
                       String traits)

Method Detail

getCPtr

protected static long getCPtr(MCEverestEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine