org.jquantlib.methods.finitedifferences

Class PdeSecondOrderParabolic

java.lang.Object

org.jquantlib.methods.finitedifferences.PdeSecondOrderParabolic

All Implemented Interfaces:

Pde

Direct Known Subclasses:

DynamicPdeSecondOrderParabolic, PdeBSM, PdeConstantCoeff, PdeShortRate

public abstract class PdeSecondOrderParabolic
extends java.lang.Object
implements Pde

Constructor Summary

Constructors

Constructor and Description
PdeSecondOrderParabolic()

Method Summary

Modifier and Type	Method and Description
TransformedGrid	applyGridType(Array a)
void	generateOperator(double t, TransformedGrid tg, TridiagonalOperator L)

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.jquantlib.methods.finitedifferences.Pde

diffusion, discount, drift

Constructor Detail

PdeSecondOrderParabolic

public PdeSecondOrderParabolic()

Method Detail

generateOperator

public void generateOperator(double t,
                             TransformedGrid tg,
                             TridiagonalOperator L)

applyGridType

public TransformedGrid applyGridType(Array a)