/*
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.
*/
/*
Copyright (C) 2005 Joseph Wang
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib 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.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.processes.GeneralizedBlackScholesProcess;
/**
* General class for one dimensional PDE's
*
* @author Srinivas Hasti
*
* @param
*/
public abstract class PdeOperator extends TridiagonalOperator {
private final Class extends PdeSecondOrderParabolic> classT;
public PdeOperator(
final Class extends PdeSecondOrderParabolic> classT,
final Array grid,
final GeneralizedBlackScholesProcess process,
final double residualTime) {
super(grid.size());
this.classT = classT;
final PdeSecondOrderParabolic pde = PdeTypeUtil.getPdeInstance(classT, process);
timeSetter = new GenericTimeSetter(grid, pde);
setTime(residualTime);
}
}
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