org.jquantlib.methods.finitedifferences

Class OperatorFactory

java.lang.Object

org.jquantlib.methods.finitedifferences.OperatorFactory

public class OperatorFactory
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
OperatorFactory()

Method Summary

Modifier and Type	Method and Description
static TridiagonalOperator	getOperator(GeneralizedBlackScholesProcess process, Array grid, double residualTime, boolean timeDependent)

Methods inherited from class java.lang.Object

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

Constructor Detail

OperatorFactory

public OperatorFactory()

Method Detail

getOperator

public static TridiagonalOperator getOperator(GeneralizedBlackScholesProcess process,
                                              Array grid,
                                              double residualTime,
                                              boolean timeDependent)