Uses of Interface
net.finmath.finitedifference.interestrate.products.FiniteDifferenceInterestRateProduct
Packages that use FiniteDifferenceInterestRateProduct
Package
Description
Package net.finmath.finitedifference.interestrate.boundaries.
Package net.finmath.finitedifference.interestrate.models.
Package net.finmath.finitedifference.interestrate.products.
Package net.finmath.finitedifference.solvers.
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Uses of FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.interestrate.boundaries
Methods in net.finmath.finitedifference.interestrate.boundaries with parameters of type FiniteDifferenceInterestRateProductModifier and TypeMethodDescriptionFDInterestRateBoundaryFactory.createBoundary(FiniteDifferenceModel model, FiniteDifferenceInterestRateProduct product) Creates a boundary corresponding to the given model and product.BondHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) FiniteDifferenceInterestRateBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) Returns the boundary conditions at the lower boundary.OptionOnBondHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) ResolvedSwaptionHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) SwaptionHullWhiteModelBoundary.getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) BondHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) FiniteDifferenceInterestRateBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) Returns the boundary conditions at the upper boundary.OptionOnBondHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) ResolvedSwaptionHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) SwaptionHullWhiteModelBoundary.getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct product, double time, double... stateVariables) -
Uses of FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.interestrate.models
Methods in net.finmath.finitedifference.interestrate.models with parameters of type FiniteDifferenceInterestRateProductModifier and TypeMethodDescriptionFDMHullWhiteModel.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.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 FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.interestrate.products
Classes in net.finmath.finitedifference.interestrate.products that implement FiniteDifferenceInterestRateProductModifier and TypeClassDescriptionclassFinite-difference valuation of a deterministic-cashflow bond.classFinite-difference valuation of a European option on a deterministic-cashflow bond.classFinite-difference valuation of a reduced-scope swap.classFinite-difference valuation of a reduced-scope swap leg.classFinite-difference valuation of a swaption under an interest-rate finite-difference model.final classInternal resolved product with model-resolved exercise times. -
Uses of FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.solvers
Constructors in net.finmath.finitedifference.solvers with parameters of type FiniteDifferenceInterestRateProductModifierConstructorDescriptionFDMThetaMethod1D(FiniteDifferenceInterestRateModel model, FiniteDifferenceInterestRateProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise) Creates a theta-method finite-difference solver for a one-dimensional backward PDE.