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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class McMaxBasket {
private long swigCPtr;
protected boolean swigCMemOwn;
protected McMaxBasket(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(McMaxBasket obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_McMaxBasket(swigCPtr);
}
swigCPtr = 0;
}
public McMaxBasket(DoubleVector underlying, YieldTermStructureVector dividendYields, YieldTermStructureHandle riskFreeRate, BlackVolTermStructureVector volatilities, Matrix correlation, double residualTime, int seed) {
this(QuantLibJNI.new_McMaxBasket__SWIG_0(DoubleVector.getCPtr(underlying), YieldTermStructureVector.getCPtr(dividendYields), YieldTermStructureHandle.getCPtr(riskFreeRate), BlackVolTermStructureVector.getCPtr(volatilities), Matrix.getCPtr(correlation), residualTime, seed), true);
}
public McMaxBasket(DoubleVector underlying, YieldTermStructureVector dividendYields, YieldTermStructureHandle riskFreeRate, BlackVolTermStructureVector volatilities, Matrix correlation, double residualTime) {
this(QuantLibJNI.new_McMaxBasket__SWIG_1(DoubleVector.getCPtr(underlying), YieldTermStructureVector.getCPtr(dividendYields), YieldTermStructureHandle.getCPtr(riskFreeRate), BlackVolTermStructureVector.getCPtr(volatilities), Matrix.getCPtr(correlation), residualTime), true);
}
public double value(double tolerance, long maxSample) {
return QuantLibJNI.McMaxBasket_value__SWIG_0(swigCPtr, tolerance, maxSample);
}
public double value(double tolerance) {
return QuantLibJNI.McMaxBasket_value__SWIG_1(swigCPtr, tolerance);
}
public double valueWithSamples(long samples) {
return QuantLibJNI.McMaxBasket_valueWithSamples(swigCPtr, samples);
}
public double errorEstimate() {
return QuantLibJNI.McMaxBasket_errorEstimate(swigCPtr);
}
}
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