org.jquantlib.methods.finitedifferences

Class FiniteDifferenceModel<S extends Operator,T extends MixedScheme<S>>

java.lang.Object

org.jquantlib.methods.finitedifferences.FiniteDifferenceModel<S,T>

Direct Known Subclasses:

StandardFiniteDifferenceModel

public class FiniteDifferenceModel<S extends Operator,T extends MixedScheme<S>>
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
FiniteDifferenceModel(java.lang.Class<? extends Operator> classS, java.lang.Class<? extends MixedScheme> classT, S L, java.util.List<BoundaryCondition<S>> bcs)
FiniteDifferenceModel(java.lang.Class<? extends Operator> classS, java.lang.Class<? extends MixedScheme> classT, S L, java.util.List<BoundaryCondition<S>> bcs, java.util.List<java.lang.Double> stoppingTimes)
FiniteDifferenceModel(java.lang.Class<? extends Operator> classS, java.lang.Class<? extends MixedScheme> classT, T evolver, java.util.List<java.lang.Double> stoppingTimes)

Method Summary

Modifier and Type	Method and Description
T	getEvolver()
Array	rollback(Array a, double from, double to, int steps)
Array	rollback(Array a, double from, double to, int steps, StepCondition<Array> condition)

Methods inherited from class java.lang.Object

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

Constructor Detail

FiniteDifferenceModel

public FiniteDifferenceModel(java.lang.Class<? extends Operator> classS,
                             java.lang.Class<? extends MixedScheme> classT,
                             S L,
                             java.util.List<BoundaryCondition<S>> bcs,
                             java.util.List<java.lang.Double> stoppingTimes)

FiniteDifferenceModel

public FiniteDifferenceModel(java.lang.Class<? extends Operator> classS,
                             java.lang.Class<? extends MixedScheme> classT,
                             S L,
                             java.util.List<BoundaryCondition<S>> bcs)

FiniteDifferenceModel

public FiniteDifferenceModel(java.lang.Class<? extends Operator> classS,
                             java.lang.Class<? extends MixedScheme> classT,
                             T evolver,
                             java.util.List<java.lang.Double> stoppingTimes)

Method Detail

getEvolver

public T getEvolver()

rollback

public Array rollback(Array a,
                      double from,
                      double to,
                      int steps)

rollback

public Array rollback(Array a,
                      double from,
                      double to,
                      int steps,
                      StepCondition<Array> condition)