Uses of Interface
net.finmath.finitedifference.interestrate.products.FiniteDifferenceInterestRateProduct

Packages that use FiniteDifferenceInterestRateProduct

Package	Description
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.interestrate.products	Package net.finmath.finitedifference.interestrate.products.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.

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

Methods in net.finmath.finitedifference.interestrate.boundaries with parameters of type FiniteDifferenceInterestRateProduct

Modifier and Type	Method	Description
static FiniteDifferenceInterestRateBoundary	FDInterestRateBoundaryFactory.createBoundary(FiniteDifferenceModel model, FiniteDifferenceInterestRateProduct product)	Creates a boundary corresponding to the given model and product.
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 FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.interestrate.models

Methods in net.finmath.finitedifference.interestrate.models with parameters of type FiniteDifferenceInterestRateProduct

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 FiniteDifferenceInterestRateProduct in net.finmath.finitedifference.interestrate.products

Classes in net.finmath.finitedifference.interestrate.products that implement FiniteDifferenceInterestRateProduct

Modifier and Type	Class	Description
class	Bond	Finite-difference valuation of a deterministic-cashflow bond.
class	OptionOnBond	Finite-difference valuation of a European option on a deterministic-cashflow bond.
class	Swap	Finite-difference valuation of a reduced-scope swap.
class	SwapLeg	Finite-difference valuation of a reduced-scope swap leg.
class	Swaption	Finite-difference valuation of a swaption under an interest-rate finite-difference model.
final class	Swaption.ResolvedSwaption	Internal 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 FiniteDifferenceInterestRateProduct

Modifier	Constructor	Description
	FDMThetaMethod1D(FiniteDifferenceInterestRateModel model, FiniteDifferenceInterestRateProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.