org.jquantlib.methods.finitedifferences

Class DynamicPdeSecondOrderParabolic

java.lang.Object

org.jquantlib.methods.finitedifferences.PdeSecondOrderParabolic

org.jquantlib.methods.finitedifferences.DynamicPdeSecondOrderParabolic

All Implemented Interfaces:

Pde

public class DynamicPdeSecondOrderParabolic
extends PdeSecondOrderParabolic

Method Summary

Modifier and Type	Method and Description
double	diffusion(double t, double x)
double	discount(double t, double x)
double	drift(double t, double x)
static <T> DynamicPdeSecondOrderParabolic	getInstance(T process)

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

applyGridType, generateOperator

Methods inherited from class java.lang.Object

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

Method Detail

diffusion

public double diffusion(double t,
                        double x)

discount

public double discount(double t,
                       double x)

drift

public double drift(double t,
                    double x)

getInstance

public static <T> DynamicPdeSecondOrderParabolic getInstance(T process)