Package net.finmath.finitedifference

package net.finmath.finitedifference

Package net.finmath.finitedifference.

Related Packages

Package	Description
net.finmath.finitedifference.boundaries	Package net.finmath.finitedifference.boundaries.
net.finmath.finitedifference.grids	Package net.finmath.finitedifference.grids.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.
net.finmath.finitedifference.utilities	Package net.finmath.finitedifference.utilities.

Class	Description
FiniteDifferenceExerciseUtil	Utility methods adapting a general Exercise specification to finite-difference solvers working in time-to-maturity coordinates.
FiniteDifferenceModel	Basic interface for any model that provides a finite difference approximation of a partial differential equation (PDE), either for equity or interest rate models.
FiniteDifferenceProduct<M extends FiniteDifferenceModel>	Base interface for finite-difference products.