org.jquantlib.methods.finitedifferences

Class PdeOperator<T extends PdeSecondOrderParabolic>

java.lang.Object

org.jquantlib.methods.finitedifferences.TridiagonalOperator

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

Type Parameters:

T -

All Implemented Interfaces:

Operator

Direct Known Subclasses:

BSMTermOperator

public abstract class PdeOperator<T extends PdeSecondOrderParabolic>
extends TridiagonalOperator

General class for one dimensional PDE's

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

TridiagonalOperator.TimeSetter

Constructor Summary

Constructors

Constructor and Description
PdeOperator(java.lang.Class<? extends PdeSecondOrderParabolic> classT, Array grid, GeneralizedBlackScholesProcess process, double residualTime)

Method Summary

Methods inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

add, applyTo, diagonal, getTimeSetter, identity, isTimeDependent, lowerDiagonal, multiply, setFirstRow, setLastRow, setMidRow, setMidRows, setTime, size, solveFor, solveFor, subtract, swap, upperDiagonal

Methods inherited from class java.lang.Object

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

Constructor Detail

PdeOperator

public PdeOperator(java.lang.Class<? extends PdeSecondOrderParabolic> classT,
                   Array grid,
                   GeneralizedBlackScholesProcess process,
                   double residualTime)