com.github.vonrosen.quantlib

Class StulzEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.StulzEngine

public class StulzEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	StulzEngine(GeneralizedBlackScholesProcess process1, GeneralizedBlackScholesProcess process2, double correlation)
protected	StulzEngine(long cPtr, boolean cMemoryOwn)

Method Summary

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

StulzEngine

protected StulzEngine(long cPtr,
                      boolean cMemoryOwn)

StulzEngine

public StulzEngine(GeneralizedBlackScholesProcess process1,
                   GeneralizedBlackScholesProcess process2,
                   double correlation)

Method Detail

getCPtr

protected static long getCPtr(StulzEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine