/*
 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 classT;
	
	public PdeOperator(
			final Class 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);
	}

}

 

Ads help maintain this website.