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

Packages that use FDMHestonModel

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

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

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

Modifier	Constructor	Description
	AmericanOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	BarrierOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	BermudanOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	DigitalBarrierOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	DigitalOptionHestonModelBoundary(FDMHestonModel model)	Creates the boundary condition associated with a given FDMHestonModel.
	DoubleBarrierBinaryOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	DoubleBarrierOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	EuropeanOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.
	TouchOptionHestonModelBoundary(FDMHestonModel model)	Performs the operation.

Uses of FDMHestonModel in net.finmath.finitedifference.assetderivativevaluation.models

Subclasses of FDMHestonModel in net.finmath.finitedifference.assetderivativevaluation.models

Modifier and Type	Class	Description
class	FDMBatesModel	Finite difference model for option pricing under the Bates stochastic volatility jump-diffusion model.

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

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

Modifier and Type	Method	Description
FDMHestonModel	FDMBarrierHestonADI2D.getHestonModel()	Returns the Heston model used by this solver.

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

Modifier	Constructor	Description
	FDMBarrierHestonADI2D(FDMHestonModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Creates the barrier-aware Heston ADI solver.
	FDMHestonADI2D(FDMHestonModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver for the two-dimensional Heston PDE.