Uses of Package
net.finmath.finitedifference.models
Package
Description
Models provided for finite difference solvers.
Product valuation code for models using backward propagation.
Finite difference solvers
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ClassDescriptionInterface for boundaries conditions provided to one dimensional finite difference solvers.Interface one dimensional finite difference models.
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ClassDescriptionInterface for boundaries conditions provided to one dimensional finite difference solvers.Interface one dimensional finite difference models.
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ClassDescriptionInterface for boundaries conditions provided to one dimensional finite difference solvers.Interface one dimensional finite difference models.