com.github.vonrosen.quantlib

Class PricingEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

Direct Known Subclasses:

AnalyticBarrierEngine, AnalyticBinaryBarrierEngine, AnalyticCapFloorEngine, AnalyticContinuousGeometricAveragePriceAsianEngine, AnalyticDigitalAmericanEngine, AnalyticDigitalAmericanKOEngine, AnalyticDiscreteGeometricAveragePriceAsianEngine, AnalyticDiscreteGeometricAverageStrikeAsianEngine, AnalyticDividendEuropeanEngine, AnalyticDoubleBarrierBinaryEngine, AnalyticDoubleBarrierEngine, AnalyticEuropeanEngine, AnalyticHestonEngine, AnalyticPTDHestonEngine, BachelierCapFloorEngine, BachelierSwaptionEngine, BaroneAdesiWhaleyEngine, BatesEngine, BinomialBarrierEngine, BinomialConvertibleEngine, BinomialDoubleBarrierEngine, BinomialVanillaEngine, BjerksundStenslandEngine, BlackCallableFixedRateBondEngine, BlackCapFloorEngine, BlackSwaptionEngine, ContinuousArithmeticAsianLevyEngine, DiscountingBondEngine, DiscountingSwapEngine, FDAmericanEngine, FDBermudanEngine, FdBlackScholesAsianEngine, FdBlackScholesBarrierEngine, FdBlackScholesVanillaEngine, FDDividendAmericanEngine, FDDividendEuropeanEngine, FDEuropeanEngine, FDShoutEngine, FFTVarianceGammaEngine, ForwardEuropeanEngine, G2SwaptionEngine, Gaussian1dFloatFloatSwaptionEngine, Gaussian1dJamshidianSwaptionEngine, Gaussian1dNonstandardSwaptionEngine, Gaussian1dSwaptionEngine, IntegralCdsEngine, IntegralEngine, JamshidianSwaptionEngine, MCAmericanBasketEngine, MCBarrierEngine, MCDiscreteArithmeticAPEngine, MCDiscreteArithmeticASEngine, MCDiscreteGeometricAPEngine, MCEuropeanBasketEngine, MCEuropeanEngine, MCEverestEngine, MCHimalayaEngine, MidPointCdsEngine, QuantoEuropeanEngine, QuantoForwardEuropeanEngine, StulzEngine, TreeCallableFixedRateBondEngine, TreeCapFloorEngine, TreeSwaptionEngine, VannaVolgaDoubleBarrierEngine, VarianceGammaEngine, WulinYongDoubleBarrierEngine

public class PricingEngine
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	PricingEngine()
protected	PricingEngine(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_PricingEngine	__deref__()
void	delete()
protected void	finalize()
protected static long	getCPtr(PricingEngine obj)
boolean	isNull()

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

PricingEngine

protected PricingEngine(long cPtr,
                        boolean cMemoryOwn)

PricingEngine

public PricingEngine()

Method Detail

getCPtr

protected static long getCPtr(PricingEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_PricingEngine __deref__()

isNull

public boolean isNull()