/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.processes.GeneralizedBlackScholesProcess;
/**
* @author Srinivas Hasti
*
*/
public class OperatorFactory {
public static TridiagonalOperator getOperator(
GeneralizedBlackScholesProcess process, Array grid,
double residualTime, boolean timeDependent) {
if (timeDependent)
return new BSMTermOperator(grid, process, residualTime);
else
return new BSMOperator(grid, process, residualTime);
}
//TODO: finish; This is not required for Mar 1st release.
/*
* public static TridiagonalOperator getOperator( const
* boost::shared_ptr &process, const
* Array &grid) { return OneFactorOperator(grid, process); }
*/
}
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