Uses of Interface
net.finmath.finitedifference.models.FiniteDifference1DBoundary

Packages that use FiniteDifference1DBoundary

Package	Description
net.finmath.finitedifference.models	Models provided for finite difference solvers.
net.finmath.finitedifference.products	Product valuation code for models using backward propagation.
net.finmath.finitedifference.solvers	Finite difference solvers

Uses of FiniteDifference1DBoundary in net.finmath.finitedifference.models

Methods in net.finmath.finitedifference.models with parameters of type FiniteDifference1DBoundary

Modifier and Type	Method	Description
double[][]	FDMBlackScholesModel.getValue(double evaluationnTime, double time, DoubleUnaryOperator values, FiniteDifference1DBoundary boundary)
double[][]	FDMConstantElasticityOfVarianceModel.getValue(double evaluationTime, double time, DoubleUnaryOperator values, FiniteDifference1DBoundary boundary)
double[][]	FiniteDifference1DModel.getValue(double evaluationTime, double time, DoubleUnaryOperator values, FiniteDifference1DBoundary boundary)	Return the conditional expectation of the given values at a given time contrained by the given boundary conditions.

Uses of FiniteDifference1DBoundary in net.finmath.finitedifference.products

Classes in net.finmath.finitedifference.products that implement FiniteDifference1DBoundary

Modifier and Type	Class	Description
class	FDMEuropeanCallOption	Implementation of a European option to be valued by a the finite difference method.
class	FDMEuropeanPutOption	Implementation of a European option to be valued by a the finite difference method.

Uses of FiniteDifference1DBoundary in net.finmath.finitedifference.solvers

Constructors in net.finmath.finitedifference.solvers with parameters of type FiniteDifference1DBoundary

Modifier	Constructor	Description
	FDMThetaMethod(FiniteDifference1DModel model, FiniteDifference1DBoundary boundaryCondition, double timeHorizon, double center, double theta)