org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDShoutCondition<T>

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDVanillaEngine

org.jquantlib.pricingengines.vanilla.finitedifferences.FDStepConditionEngine

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

public class FDShoutCondition<T>
extends FDStepConditionEngine

This class conditionally extends other classes

 FDDividendEngine------------|
 FDDividendEngineMerton73----|
 FDDividenEngineShiftScale---|
 FDStepConditionEngine-------|o---FDShoutCondition
 

See Also:

issue 425

Constructor Summary

Constructors

Constructor and Description
FDShoutCondition(GeneralizedBlackScholesProcess process)
FDShoutCondition(GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints)
FDShoutCondition(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

FDShoutCondition

public FDShoutCondition(GeneralizedBlackScholesProcess process)

FDShoutCondition

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

FDShoutCondition

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