Package org.jquantlib.methods.finitedifferences

Interface Summary

Interface	Description
BoundaryCondition<T extends Operator>
CurveDependentStepCondition.CurveWrapper
Operator
Pde	The objects passed into Pde classes must implement the methods defined by this.
StepCondition<T>
TridiagonalOperator.TimeSetter

Class Summary

Class	Description
AmericanCondition
BoundaryConditionSet<T extends BoundaryCondition<? extends Operator>>
BSMOperator
BSMTermOperator
CrankNicolson<T extends Operator>
CurveDependentStepCondition	Abstract base class which allows step conditions to use both payoff and array functions
DirichletBC	Neumann boundary condition (i.e., constant value)
DMinus	matricial representation
DPlus
DPlusMinus
DynamicPdeSecondOrderParabolic
DZero
ExplicitEuler
FiniteDifferenceModel<S extends Operator,T extends MixedScheme<S>>
GenericTimeSetter<T extends PdeSecondOrderParabolic>
MixedScheme<T extends Operator>
NeumannBC
NullCondition<T extends Array>
OperatorFactory
ParallelEvolver<S extends Operator,T extends MixedScheme<S>>
PdeBSM	Black Scholes Merton PDE
PdeConstantCoeff<T extends Pde>	General class for one dimensional PDE's
PdeOperator<T extends PdeSecondOrderParabolic>	General class for one dimensional PDE's
PdeSecondOrderParabolic
PdeTypeUtil
ShoutCondition	Shout option condition
StandardFiniteDifferenceModel
StandardSystemFiniteDifferenceModel
StepConditionSet<T>
TridiagonalOperator
ZeroCondition

Enum Summary

Enum	Description
BoundaryCondition.Side