File: MCAmericanBasketEngine.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 (86 lines) | stat: -rw-r--r-- 6,011 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
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
/* ----------------------------------------------------------------------------
 * 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 MCAmericanBasketEngine extends PricingEngine {
  private transient long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long polynomOrder, LsmBasisSystem.PolynomType polynomType, long nCalibrationSamples) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_0(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed, polynomOrder, polynomType.swigValue(), nCalibrationSamples), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long polynomOrder, LsmBasisSystem.PolynomType polynomType) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_1(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed, polynomOrder, polynomType.swigValue()), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed, long polynomOrder) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_2(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed, polynomOrder), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_3(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_4(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_5(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_6(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_7(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_8(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_9(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits, long timeSteps) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_10(StochasticProcessArray.getCPtr(process), process, traits, timeSteps), true);
  }

  public MCAmericanBasketEngine(StochasticProcessArray process, String traits) {
    this(QuantLibJNI.new_MCAmericanBasketEngine__SWIG_11(StochasticProcessArray.getCPtr(process), process, traits), true);
  }

}