Uses of Interface
net.finmath.finitedifference.solvers.adi.AbstractADI3D.DoubleQuaternaryOperator
Packages that use AbstractADI3D.DoubleQuaternaryOperator
Package
Description
Package net.finmath.finitedifference.solvers.adi.
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Uses of AbstractADI3D.DoubleQuaternaryOperator in net.finmath.finitedifference.solvers.adi
Methods in net.finmath.finitedifference.solvers.adi with parameters of type AbstractADI3D.DoubleQuaternaryOperatorModifier and TypeMethodDescriptionprotected voidAbstractADI3D.applyExerciseObstacleIfNeeded(double runningTime, double tau, double[] u, AbstractADI3D.DoubleQuaternaryOperator exerciseValue) double[]AbstractADI3D.getValue(double evaluationTime, double time, AbstractADI3D.DoubleTernaryOperator valueAtMaturity, AbstractADI3D.DoubleQuaternaryOperator exerciseValue) Returns the value.double[][]AbstractADI3D.getValues(double time, AbstractADI3D.DoubleTernaryOperator valueAtMaturity, AbstractADI3D.DoubleQuaternaryOperator exerciseValue) Returns the value.