org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDAmericanCondition<T>

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDStepConditionEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDAmericanCondition<T>

public class FDAmericanCondition<T>
extends FDStepConditionEngine

This class conditionally extends other classes

 FDDividendEngine------------|
 FDDividendEngineMerton73----|
 FDDividenEngineShiftScale---|
 FDStepConditionEngine-------|o---FDAmericanCondition
 

See Also:

issue 425

Constructor Summary

Constructors

Constructor and Description
FDAmericanCondition(GeneralizedBlackScholesProcess process)
FDAmericanCondition(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints)
FDAmericanCondition(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints, boolean value)

Method Summary

Methods inherited from class org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

grid

Methods inherited from class java.lang.Object

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

Constructor Detail

FDAmericanCondition

public FDAmericanCondition(GeneralizedBlackScholesProcess process)

FDAmericanCondition

public FDAmericanCondition(GeneralizedBlackScholesProcess process,
                           int timeSteps,
                           int gridPoints)

FDAmericanCondition

public FDAmericanCondition(GeneralizedBlackScholesProcess process,
                           int timeSteps,
                           int gridPoints,
                           boolean value)