Uses of Interface
net.finmath.finitedifference.grids.Grid
Packages that use Grid
-
Uses of Grid in net.finmath.finitedifference.grids
Classes in net.finmath.finitedifference.grids that implement GridModifier and TypeClassDescriptionclassAbstract base class for implementations ofGrid.classNon-uniform exponential grid betweenminimumValueandmaximumValue.classNon-uniform grid based on the Gaussian (normal) distribution betweenminimumValueandmaximumValue.classPiecewise-uniform grid on[minimumValue, maximumValue]with one mandatory interior node.classNon-uniform grid based on a hyperbolic sine transformation betweenminimumValueandmaximumValue.classImplementation of theGridinterface representing a uniform spatial grid.Methods in net.finmath.finitedifference.grids that return GridModifier and TypeMethodDescriptionstatic GridBarrierAlignedSpotGridFactory.createBarrierAlignedClusteredGrid(int numberOfSteps, double sMin, double sMax, double barrier, double clusteringExponent) Creates a barrier-aligned clustered grid.static GridBarrierAlignedSpotGridFactory.createBarrierAlignedUniformGrid(int numberOfSteps, double sMin, double sMax, double barrier) Creates a uniform grid with the barrier exactly on a node.SpaceTimeDiscretization.getSpaceGrid(int dimension) Returns the spatial grid corresponding to the given dimension.Methods in net.finmath.finitedifference.grids that return types with arguments of type GridMethods in net.finmath.finitedifference.grids with parameters of type GridModifier and TypeMethodDescriptionstatic intBarrierAlignedSpotGridFactory.findBarrierIndex(Grid grid, double barrier) Convenience overload.static intGridWithMandatoryPoint.findMandatoryIndex(Grid grid, double mandatoryPoint) Convenience overload.Constructors in net.finmath.finitedifference.grids with parameters of type GridModifierConstructorDescriptionSpaceTimeDiscretization(Grid[] spaceGrids, TimeDiscretization timeDiscretization, double theta, double[] center) Constructs a multi-dimensional space-time discretization.SpaceTimeDiscretization(Grid spaceGrid, TimeDiscretization timeDiscretization, double theta, double[] center) Constructs a one-dimensional space-time discretization.