Class ThetaMethod1DAssembly.ModelCoefficients

java.lang.Object

net.finmath.finitedifference.solvers.ThetaMethod1DAssembly.ModelCoefficients

Enclosing class:

ThetaMethod1DAssembly

public static final class ThetaMethod1DAssembly.ModelCoefficients
extends Object

Container for model coefficients on a one-dimensional grid in the deterministic-rate equity case.

This compatibility container is still useful for jump and two-state equity solvers, where the discounting term is spatially constant.

Author:

Alessandro Gnoatto

Constructor Summary

Constructors

Constructor	Description
ModelCoefficients(double[] drift, double[] variance, double shortRate)	Performs the operation.

Method Summary

Modifier and Type	Method	Description
double[]	getDrift()	Returns the value.
double	getShortRate()	Returns the value.
double[]	getVariance()	Returns the value.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ModelCoefficients

public ModelCoefficients(double[] drift,
 double[] variance,
 double shortRate)

Performs the operation.

Parameters:

drift - The value.

variance - The value.

shortRate - The value.

Method Details

getDrift

public double[] getDrift()

Returns the value.

Returns:

The value.

getVariance

public double[] getVariance()

Returns the value.

Returns:

The value.

getShortRate

public double getShortRate()

Returns the value.

Returns:

The value.