Uses of Interface
net.finmath.finitedifference.solvers.adi.AbstractADI2D.DoubleTernaryOperator

Packages that use AbstractADI2D.DoubleTernaryOperator

Package	Description
net.finmath.finitedifference.solvers.adi	Package net.finmath.finitedifference.solvers.adi.

Uses of AbstractADI2D.DoubleTernaryOperator in net.finmath.finitedifference.solvers.adi

Methods in net.finmath.finitedifference.solvers.adi with parameters of type AbstractADI2D.DoubleTernaryOperator

Modifier and Type	Method	Description
protected void	AbstractADI2D.applyContinuousObstacleIfNeeded(double runningTime, double[] u, AbstractADI2D.DoubleTernaryOperator continuousObstacleValue)
protected void	AbstractADI2D.applyExerciseObstacleIfNeeded(double runningTime, double tau, double[] u, AbstractADI2D.DoubleTernaryOperator exerciseValue)
double[]	AbstractADI2D.getValue(double evaluationTime, double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator exerciseValue)	Returns the values at the specified evaluation time under a discrete exercise obstacle.
double[][]	AbstractADI2D.getValues(double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator exerciseValue)	Returns the full value surface under a discrete exercise obstacle.
double[][]	FDMBarrierHestonADI2D.getValues(double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator exerciseValue)
double[][]	FDMBarrierSabrADI2D.getValues(double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator exerciseValue)
double[][]	AbstractADI2D.getValuesWithContinuousObstacle(double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator continuousObstacleValue)	Returns the full value surface under a continuous obstacle.
double[]	AbstractADI2D.getValueWithContinuousObstacle(double evaluationTime, double time, DoubleBinaryOperator valueAtMaturity, AbstractADI2D.DoubleTernaryOperator continuousObstacleValue)	Returns the values at a given evaluation time under a continuous obstacle.