org.jquantlib.methods.finitedifferences

Class MixedScheme<T extends Operator>

java.lang.Object

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

Direct Known Subclasses:

CrankNicolson, ExplicitEuler

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

Constructor Summary

Constructors

Constructor and Description
MixedScheme(T op, double theta, java.util.List<BoundaryCondition<T>> bcs2)

Method Summary

Modifier and Type	Method and Description
void	setStep(double dt)
Array	step(Array a, double t)

Methods inherited from class java.lang.Object

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

Constructor Detail

MixedScheme

public MixedScheme(T op,
                   double theta,
                   java.util.List<BoundaryCondition<T>> bcs2)

Method Detail

step

public Array step(Array a,
                  double t)

setStep

public void setStep(double dt)