com.github.vonrosen.quantlib

Class MCHimalayaEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.MCHimalayaEngine

public class MCHimalayaEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

MCHimalayaEngine

protected MCHimalayaEngine(long cPtr,
                           boolean cMemoryOwn)

MCHimalayaEngine

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

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits,
                        boolean brownianBridge,
                        boolean antitheticVariate,
                        int requiredSamples,
                        double requiredTolerance,
                        int maxSamples)

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits,
                        boolean brownianBridge,
                        boolean antitheticVariate,
                        int requiredSamples,
                        double requiredTolerance)

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits,
                        boolean brownianBridge,
                        boolean antitheticVariate,
                        int requiredSamples)

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits,
                        boolean brownianBridge,
                        boolean antitheticVariate)

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits,
                        boolean brownianBridge)

MCHimalayaEngine

public MCHimalayaEngine(StochasticProcessArray process,
                        String traits)

Method Detail

getCPtr

protected static long getCPtr(MCHimalayaEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine