Uses of Interface
net.finmath.finitedifference.models.FiniteDifference1DModel

Packages that use FiniteDifference1DModel

Package	Description
net.finmath.finitedifference.models	Models provided for finite difference solvers.
net.finmath.finitedifference.products	Product valuation code for models using backward propagation.

Uses of FiniteDifference1DModel in net.finmath.finitedifference.models

Classes in net.finmath.finitedifference.models that implement FiniteDifference1DModel

Modifier and Type	Class and Description
class	FDMBlackScholesModel Black Scholes model using finite difference method.

Methods in net.finmath.finitedifference.models with parameters of type FiniteDifference1DModel

Modifier and Type	Method and Description
double	FiniteDifference1DBoundary.getValueAtLowerBoundary(FiniteDifference1DModel model, double time, double assetValue) Return the value of the value process at the lower boundary for a given time and asset value.
double	FiniteDifference1DBoundary.getValueAtUpperBoundary(FiniteDifference1DModel model, double time, double assetValue) Return the value of the value process at the upper boundary for a given time and asset value.

Uses of FiniteDifference1DModel in net.finmath.finitedifference.products

Methods in net.finmath.finitedifference.products with parameters of type FiniteDifference1DModel

Modifier and Type	Method and Description
double[][]	FiniteDifference1DProduct.getValue(double evaluationTime, FiniteDifference1DModel model) Return the value of the product under the given model.
double[][]	FDMEuropeanCallOption.getValue(double evaluationTime, FiniteDifference1DModel model)
double	FDMEuropeanCallOption.getValueAtLowerBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)
double	FDMEuropeanCallOption.getValueAtUpperBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)