Uses of Enum
net.finmath.finitedifference.solvers.adi.BarrierPDEMode
Packages that use BarrierPDEMode
Package
Description
Package net.finmath.finitedifference.solvers.
Package net.finmath.finitedifference.solvers.adi.
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Uses of BarrierPDEMode in net.finmath.finitedifference.solvers
Methods in net.finmath.finitedifference.solvers with parameters of type BarrierPDEModeModifier and TypeMethodDescriptionstatic FDMSolverFDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification) Performs the operation.static FDMSolverFDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification) Performs the operation. -
Uses of BarrierPDEMode in net.finmath.finitedifference.solvers.adi
Subclasses with type arguments of type BarrierPDEMode in net.finmath.finitedifference.solvers.adiModifier and TypeClassDescriptionenumIdentifies the PDE role of a barrier-oriented 2D ADI solver.Methods in net.finmath.finitedifference.solvers.adi that return BarrierPDEModeModifier and TypeMethodDescriptionFDMBarrierHestonADI2D.getBarrierMode()Returns the barrier PDE mode.FDMBarrierSabrADI2D.getBarrierMode()Returns the barrier PDE mode.static BarrierPDEModeReturns the enum constant of this type with the specified name.static BarrierPDEMode[]BarrierPDEMode.values()Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.finitedifference.solvers.adi with parameters of type BarrierPDEModeModifierConstructorDescriptionFDMBarrierHestonADI2D(FDMHestonModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification) Creates the barrier-aware Heston ADI solver.FDMBarrierSabrADI2D(FDMSabrModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification) Creates the barrier-aware SABR ADI solver.