Uses of Class
net.finmath.finitedifference.assetderivativevaluation.models.FDMBatesModel

Packages that use FDMBatesModel

Package	Description
net.finmath.finitedifference.assetderivativevaluation.boundaries	Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
net.finmath.finitedifference.solvers.adi	Package net.finmath.finitedifference.solvers.adi.

Uses of FDMBatesModel in net.finmath.finitedifference.assetderivativevaluation.boundaries

Constructors in net.finmath.finitedifference.assetderivativevaluation.boundaries with parameters of type FDMBatesModel

Modifier	Constructor	Description
	EuropeanOptionBatesModelBoundary(FDMBatesModel model)	Performs the operation.

Uses of FDMBatesModel in net.finmath.finitedifference.solvers.adi

Methods in net.finmath.finitedifference.solvers.adi that return FDMBatesModel

Modifier and Type	Method	Description
FDMBatesModel	FDMBatesADI2D.getModel()	Returns the associated Bates model.

Constructors in net.finmath.finitedifference.solvers.adi with parameters of type FDMBatesModel

Modifier	Constructor	Description
	FDMBatesADI2D(FDMBatesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a Bates ADI solver with a default number of quadrature cells on each side of zero.
	FDMBatesADI2D(FDMBatesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, int quadraturePointsPerSide)	Creates a Bates ADI solver.