com.github.vonrosen.quantlib

Class VarianceGammaEngine

java.lang.Object

com.github.vonrosen.quantlib.PricingEngine

com.github.vonrosen.quantlib.VarianceGammaEngine

public class VarianceGammaEngine
extends PricingEngine

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	VarianceGammaEngine(long cPtr, boolean cMemoryOwn)
	VarianceGammaEngine(VarianceGammaProcess process)

Method Summary

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

VarianceGammaEngine

protected VarianceGammaEngine(long cPtr,
                              boolean cMemoryOwn)

VarianceGammaEngine

public VarianceGammaEngine(VarianceGammaProcess process)

Method Detail

getCPtr

protected static long getCPtr(VarianceGammaEngine obj)

finalize

protected void finalize()

Overrides:

finalize in class PricingEngine

delete

public void delete()

Overrides:

delete in class PricingEngine