Uses of Interface
net.finmath.finitedifference.boundaries.BoundaryCondition

Packages that use BoundaryCondition

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.boundaries	Package net.finmath.finitedifference.boundaries.
net.finmath.finitedifference.interestrate.boundaries	Package net.finmath.finitedifference.interestrate.boundaries.
net.finmath.finitedifference.interestrate.models	Package net.finmath.finitedifference.interestrate.models.
net.finmath.finitedifference.solvers.adi	Package net.finmath.finitedifference.solvers.adi.

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

Methods in net.finmath.finitedifference.assetderivativevaluation.boundaries that return BoundaryCondition

Modifier and Type	Method	Description
BoundaryCondition[]	AmericanOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BasketOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BestOfOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBasketOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBatesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionMertonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionVarianceGammaModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	FiniteDifferenceBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)	Returns the boundary conditions at the lower boundary.
BoundaryCondition[]	TouchOptionBachelierModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionCevModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionHestonModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionSabrModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	WorstOfOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	AmericanOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BarrierOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BasketOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BermudanOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	BestOfOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBarrierOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalBasketOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DigitalOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierBinaryOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	DoubleBarrierOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBatesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionMertonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	EuropeanOptionVarianceGammaModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	FiniteDifferenceBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)	Returns the boundary conditions at the upper boundary.
BoundaryCondition[]	TouchOptionBachelierModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionCevModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionHestonModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	TouchOptionSabrModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)
BoundaryCondition[]	WorstOfOptionMultiAssetBlackScholesModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... stateVariables)

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

Methods in net.finmath.finitedifference.assetderivativevaluation.models that return BoundaryCondition

Modifier and Type	Method	Description
BoundaryCondition[]	FDMBachelierModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMBlackScholesModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMCevModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMHestonModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMMertonModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMMultiAssetBlackScholesModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMSabrModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMVarianceGammaModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMBachelierModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMBlackScholesModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMCevModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMHestonModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMMertonModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMMultiAssetBlackScholesModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMSabrModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)
BoundaryCondition[]	FDMVarianceGammaModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct product, double time, double... riskFactors)

Uses of BoundaryCondition in net.finmath.finitedifference.boundaries

Classes in net.finmath.finitedifference.boundaries that implement BoundaryCondition

Modifier and Type	Class	Description
final class	StandardBoundaryCondition	Standard immutable implementation of BoundaryCondition.

Uses of BoundaryCondition in net.finmath.finitedifference.interestrate.boundaries

Methods in net.finmath.finitedifference.interestrate.boundaries that return BoundaryCondition

Modifier and Type	Method	Description
BoundaryCondition[]	BondHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	FiniteDifferenceInterestRateBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)	Returns the boundary conditions at the lower boundary.
BoundaryCondition[]	OptionOnBondHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	ResolvedSwaptionHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	SwaptionHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	BondHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	FiniteDifferenceInterestRateBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)	Returns the boundary conditions at the upper boundary.
BoundaryCondition[]	OptionOnBondHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	ResolvedSwaptionHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
BoundaryCondition[]	SwaptionHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)

Uses of BoundaryCondition in net.finmath.finitedifference.interestrate.models

Methods in net.finmath.finitedifference.interestrate.models that return BoundaryCondition

Modifier and Type	Method	Description
BoundaryCondition[]	FDMHullWhiteModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
default BoundaryCondition[]	FiniteDifferenceInterestRateModel.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)	Returns the lower-boundary conditions for the current product and state.
BoundaryCondition[]	FDMHullWhiteModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)
default BoundaryCondition[]	FiniteDifferenceInterestRateModel.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables)	Returns the upper-boundary conditions for the current product and state.

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

Methods in net.finmath.finitedifference.solvers.adi with parameters of type BoundaryCondition

Modifier and Type	Method	Description
protected double	AbstractADI2D.extractBoundaryValue(BoundaryCondition condition, double fallback)
protected double	AbstractADI3D.extractBoundaryValue(BoundaryCondition[] conditions, int index, double fallback)