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
|
/* ----------------------------------------------------------------------------
* 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 MCEuropeanBasketEngine extends PricingEngine {
private transient long swigCPtr;
protected MCEuropeanBasketEngine(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.MCEuropeanBasketEngine_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(MCEuropeanBasketEngine obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_MCEuropeanBasketEngine(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples, int seed) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_0(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples, seed), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance, int maxSamples) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_1(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance, maxSamples), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples, double requiredTolerance) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_2(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples, requiredTolerance), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate, int requiredSamples) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_3(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate, requiredSamples), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge, boolean antitheticVariate) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_4(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge, antitheticVariate), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear, boolean brownianBridge) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_5(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear, brownianBridge), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps, long timeStepsPerYear) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_6(StochasticProcessArray.getCPtr(process), process, traits, timeSteps, timeStepsPerYear), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits, long timeSteps) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_7(StochasticProcessArray.getCPtr(process), process, traits, timeSteps), true);
}
public MCEuropeanBasketEngine(StochasticProcessArray process, String traits) {
this(QuantLibJNI.new_MCEuropeanBasketEngine__SWIG_8(StochasticProcessArray.getCPtr(process), process, traits), true);
}
}
|
