org.jquantlib.methods.finitedifferences

Class StandardFiniteDifferenceModel

java.lang.Object

org.jquantlib.methods.finitedifferences.FiniteDifferenceModel<TridiagonalOperator,CrankNicolson<TridiagonalOperator>>

org.jquantlib.methods.finitedifferences.StandardFiniteDifferenceModel

public class StandardFiniteDifferenceModel
extends FiniteDifferenceModel<TridiagonalOperator,CrankNicolson<TridiagonalOperator>>

Constructor Summary

Constructors

Constructor and Description
StandardFiniteDifferenceModel(TridiagonalOperator op, java.util.List<BoundaryCondition<TridiagonalOperator>> bcs)

Method Summary

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

getEvolver, rollback, rollback

Methods inherited from class java.lang.Object

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

Constructor Detail

StandardFiniteDifferenceModel

public StandardFiniteDifferenceModel(TridiagonalOperator op,
                                     java.util.List<BoundaryCondition<TridiagonalOperator>> bcs)