Interface AbstractADI2D.DoubleTernaryOperator

Enclosing class:
AbstractADI2D
Functional Interface:
This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.
@FunctionalInterface public static interface AbstractADI2D.DoubleTernaryOperator
Functional interface for payoffs or obstacles depending on time and two state variables.

The three arguments are interpreted as running time and the two spatial coordinates. This is useful for early-exercise values depending explicitly on time.

Author:
Alessandro Gnoatto

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    applyAsDouble(double x0, double x1, double x2)
    Evaluates the function.

  • Method Details

    • applyAsDouble

      double applyAsDouble(double x0, double x1, double x2)
      Evaluates the function.
      Parameters:
      x0 - First argument.
      x1 - Second argument.
      x2 - Third argument.
      Returns:
      Function value.