Interface FiniteDifferenceConstrainedProduct

All Superinterfaces:
FiniteDifferenceEquityProduct, FiniteDifferenceInternalStateConstraint, FiniteDifferenceProduct<FiniteDifferenceEquityModel>, Product

public interface FiniteDifferenceConstrainedProduct extends FiniteDifferenceEquityProduct, FiniteDifferenceInternalStateConstraint
Marker-style extension of FiniteDifferenceEquityProduct for products that may impose internal state constraints.

Products not requiring such constraints do not need to implement this interface. Solvers can detect support via instanceof.

Author:
Alessandro Gnoatto