Uses of Interface
net.finmath.finitedifference.models.FiniteDifference1DModel

Packages that use FiniteDifference1DModel

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 FiniteDifference1DModel in net.finmath.finitedifference.models

Classes in net.finmath.finitedifference.models that implement FiniteDifference1DModel

Modifier and Type	Class	Description
class	FDMBlackScholesModel	Black Scholes model using finite difference method.
class	FDMConstantElasticityOfVarianceModel	CEV model using finite difference method.

Methods in net.finmath.finitedifference.models with parameters of type FiniteDifference1DModel

Modifier and Type	Method	Description
double	FiniteDifference1DBoundary.getValueAtLowerBoundary(FiniteDifference1DModel model, double time, double assetValue)	Return the value of the value process at the lower boundary for a given time and asset value.
double	FiniteDifference1DBoundary.getValueAtUpperBoundary(FiniteDifference1DModel model, double time, double assetValue)	Return the value of the value process at the upper boundary for a given time and asset value.

Uses of FiniteDifference1DModel in net.finmath.finitedifference.products

Methods in net.finmath.finitedifference.products with parameters of type FiniteDifference1DModel

Modifier and Type	Method	Description
double[][]	FDMEuropeanCallOption.getValue(double evaluationTime, FiniteDifference1DModel model)
double[][]	FDMEuropeanPutOption.getValue(double evaluationTime, FiniteDifference1DModel model)
double[][]	FiniteDifference1DProduct.getValue(double evaluationTime, FiniteDifference1DModel model)	Return the value of the product under the given model.
double	FDMEuropeanCallOption.getValueAtLowerBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)
double	FDMEuropeanPutOption.getValueAtLowerBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)
double	FDMEuropeanCallOption.getValueAtUpperBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)
double	FDMEuropeanPutOption.getValueAtUpperBoundary(FiniteDifference1DModel model, double currentTime, double stockPrice)

Uses of FiniteDifference1DModel in net.finmath.finitedifference.solvers

Constructors in net.finmath.finitedifference.solvers with parameters of type FiniteDifference1DModel

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