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

Packages that use FDMMultiAssetBlackScholesModel

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 FDMMultiAssetBlackScholesModel in net.finmath.finitedifference.assetderivativevaluation.boundaries

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

Modifier	Constructor	Description
	BasketOptionMultiAssetBlackScholesModelBoundary(FDMMultiAssetBlackScholesModel model)	Performs the operation.
	BestOfOptionMultiAssetBlackScholesModelBoundary(FDMMultiAssetBlackScholesModel model)	Performs the operation.
	DigitalBasketOptionMultiAssetBlackScholesModelBoundary(FDMMultiAssetBlackScholesModel model)	Creates the boundary class.
	WorstOfOptionMultiAssetBlackScholesModelBoundary(FDMMultiAssetBlackScholesModel model)	Creates the boundary class.

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

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

Modifier	Constructor	Description
	FDMMultiAssetBlackScholesADI2D(FDMMultiAssetBlackScholesModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates the ADI solver for the two-dimensional multi-asset Black-Scholes PDE.