Uses of Class
net.finmath.finitedifference.solvers.adi.BarrierPreHitSpecification

Packages that use BarrierPreHitSpecification

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

Uses of BarrierPreHitSpecification in net.finmath.finitedifference.solvers

Methods in net.finmath.finitedifference.solvers with parameters of type BarrierPreHitSpecification

Modifier and Type	Method	Description
static FDMSolver	FDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(FiniteDifferenceEquityModel model, FiniteDifferenceEquityProduct product, Exercise exercise, BarrierPDEMode barrierMode, BarrierPreHitSpecification preHitSpecification)	Performs the operation.

Uses of BarrierPreHitSpecification in net.finmath.finitedifference.solvers.adi

Methods in net.finmath.finitedifference.solvers.adi that return BarrierPreHitSpecification

Modifier and Type	Method	Description
BarrierPreHitSpecification	FDMBarrierHestonADI2D.getPreHitSpecification()	Returns the pre-hit specification, or null if not in pre-hit mode.
BarrierPreHitSpecification	FDMBarrierSabrADI2D.getPreHitSpecification()	Returns the pre-hit specification, or null if not in pre-hit mode.

Constructors in net.finmath.finitedifference.solvers.adi with parameters of type BarrierPreHitSpecification

Modifier	Constructor	Description
	FDMBarrierHestonADI2D(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.