Package net.finmath.finitedifference.models

Models provided for finite difference solvers.

See: Description

Interface Summary

Interface	Description
FiniteDifference1DBoundary	Interface for boundaries conditions provided to one dimensional finite difference solvers.
FiniteDifference1DModel	Interface one dimensional finite difference models.

Class Summary

Class	Description
FDMBlackScholesModel	Black Scholes model using finite difference method.

Package net.finmath.finitedifference.models Description

Models provided for finite difference solvers.

Author:

Christian Fries