Uses of Class
net.finmath.finitedifference.solvers.adi.ActivatedBarrierTrace2D
Packages that use ActivatedBarrierTrace2D
Package
Description
Package net.finmath.finitedifference.solvers.adi.
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Uses of ActivatedBarrierTrace2D in net.finmath.finitedifference.solvers.adi
Methods in net.finmath.finitedifference.solvers.adi that return ActivatedBarrierTrace2DModifier and TypeMethodDescriptionBarrierPreHitSpecification.getActivatedTrace()Returns the activated trace prescribed on the barrier.Constructors in net.finmath.finitedifference.solvers.adi with parameters of type ActivatedBarrierTrace2DModifierConstructorDescriptionBarrierPreHitSpecification(BarrierType barrierType, double barrierValue, int barrierSpotIndex, double spotMin, double spotMax, int numberOfSpotSteps, ActivatedBarrierTrace2D activatedTrace) Creates the pre-hit PDE specification.