Package net.finmath.finitedifference.grids
package net.finmath.finitedifference.grids
Package net.finmath.finitedifference.grids.
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ClassDescriptionAbstract base class for implementations of
Grid.Utility factory for spot grids used in barrier option PDE problems.Non-uniform exponential grid betweenminimumValueandmaximumValue.Non-uniform grid based on the Gaussian (normal) distribution betweenminimumValueandmaximumValue.Interface representing a spatial grid used in finite difference methods.Piecewise-uniform grid on[minimumValue, maximumValue]with one mandatory interior node.Non-uniform grid based on a hyperbolic sine transformation betweenminimumValueandmaximumValue.Encapsulates the space-time discretization used in a finite difference scheme.Implementation of theGridinterface representing a uniform spatial grid.