org.jquantlib.methods.finitedifferences

Interface Pde

All Known Implementing Classes:

DynamicPdeSecondOrderParabolic, PdeBSM, PdeConstantCoeff, PdeSecondOrderParabolic, PdeShortRate

public interface Pde

The objects passed into Pde classes must implement the methods defined by this.

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)

Method Detail

diffusion

double diffusion(double t,
                 double x)

drift

double drift(double t,
             double x)

discount

double discount(double t,
                double x)