File: FdBlackScholesVanillaEngine.java

package info (click to toggle)
quantlib-swig 1.15-1
  • links: PTS
  • area: main
  • in suites: buster
  • size: 103,484 kB
  • sloc: cpp: 2,029,354; cs: 61,237; java: 45,425; perl: 27,362; python: 22,024; ruby: 989; sh: 741; makefile: 319
file content (66 lines) | stat: -rw-r--r-- 3,239 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 3.0.12
 *
 * 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 FdBlackScholesVanillaEngine extends PricingEngine {
  private transient long swigCPtr;

  protected FdBlackScholesVanillaEngine(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.FdBlackScholesVanillaEngine_SWIGUpcast(cPtr), cMemoryOwn);
    swigCPtr = cPtr;
  }

  protected static long getCPtr(FdBlackScholesVanillaEngine obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void finalize() {
    delete();
  }

  public synchronized void delete() {
    if (swigCPtr != 0) {
      if (swigCMemOwn) {
        swigCMemOwn = false;
        QuantLibJNI.delete_FdBlackScholesVanillaEngine(swigCPtr);
      }
      swigCPtr = 0;
    }
    super.delete();
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_2(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_4(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_5(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid), true);
  }

  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process) {
    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process), process), true);
  }

}