org.jquantlib.methods.finitedifferences

Class CrankNicolson<T extends Operator>

java.lang.Object

org.jquantlib.methods.finitedifferences.MixedScheme<T>

org.jquantlib.methods.finitedifferences.CrankNicolson<T>

public class CrankNicolson<T extends Operator>
extends MixedScheme<T>

Constructor Summary

Constructors

Constructor and Description
CrankNicolson(T op, java.util.List<BoundaryCondition<T>> bcs)

Method Summary

Methods inherited from class org.jquantlib.methods.finitedifferences.MixedScheme

setStep, step

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CrankNicolson

public CrankNicolson(T op,
                     java.util.List<BoundaryCondition<T>> bcs)