org.jquantlib.methods.finitedifferences

Class PdeConstantCoeff<T extends Pde>

java.lang.Object

org.jquantlib.methods.finitedifferences.PdeSecondOrderParabolic

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

Type Parameters:

T -

All Implemented Interfaces:

Pde

public class PdeConstantCoeff<T extends Pde>
extends PdeSecondOrderParabolic

General class for one dimensional PDE's

Constructor Summary

Constructors

Constructor and Description
PdeConstantCoeff(java.lang.Class<? extends Pde> classT, GeneralizedBlackScholesProcess process, double t, double x)

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)

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

Constructor Detail

PdeConstantCoeff

public PdeConstantCoeff(java.lang.Class<? extends Pde> classT,
                        GeneralizedBlackScholesProcess process,
                        double t,
                        double x)

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)