org.jquantlib.methods.finitedifferences

Class StandardSystemFiniteDifferenceModel

java.lang.Object

org.jquantlib.methods.finitedifferences.StandardSystemFiniteDifferenceModel

public class StandardSystemFiniteDifferenceModel
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
StandardSystemFiniteDifferenceModel(java.util.List<TridiagonalOperator> L, BoundaryConditionSet<BoundaryCondition<TridiagonalOperator>> bcs)
StandardSystemFiniteDifferenceModel(java.util.List<TridiagonalOperator> L, BoundaryConditionSet<BoundaryCondition<TridiagonalOperator>> bcs, java.util.List<java.lang.Double> stoppingTimes)

Method Summary

Modifier and Type	Method and Description
ParallelEvolver<TridiagonalOperator,CrankNicolson<TridiagonalOperator>>	getEvolver()
java.util.List<Array>	rollback(java.util.List<Array> a, double from, double to, int steps, StepConditionSet<Array> condition)
<V extends java.util.List<Array>> void	rollback(V a, double from, double to, int steps)

Methods inherited from class java.lang.Object

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

Constructor Detail

StandardSystemFiniteDifferenceModel

public StandardSystemFiniteDifferenceModel(java.util.List<TridiagonalOperator> L,
                                           BoundaryConditionSet<BoundaryCondition<TridiagonalOperator>> bcs,
                                           java.util.List<java.lang.Double> stoppingTimes)

StandardSystemFiniteDifferenceModel

public StandardSystemFiniteDifferenceModel(java.util.List<TridiagonalOperator> L,
                                           BoundaryConditionSet<BoundaryCondition<TridiagonalOperator>> bcs)

Method Detail

getEvolver

public ParallelEvolver<TridiagonalOperator,CrankNicolson<TridiagonalOperator>> getEvolver()

rollback

public <V extends java.util.List<Array>> void rollback(V a,
                                                       double from,
                                                       double to,
                                                       int steps)

rollback

public java.util.List<Array> rollback(java.util.List<Array> a,
                                      double from,
                                      double to,
                                      int steps,
                                      StepConditionSet<Array> condition)