Uses of Package
net.finmath.finitedifference.solvers.adi

Packages that use net.finmath.finitedifference.solvers.adi

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

Classes in net.finmath.finitedifference.solvers.adi used by net.finmath.finitedifference.solvers

Class	Description
BarrierPDEMode	Identifies the PDE role of a barrier-oriented 2D ADI solver.
BarrierPreHitSpecification	Immutable specification for the pre-hit continuation PDE used in the direct 2D knock-in formulation.

Classes in net.finmath.finitedifference.solvers.adi used by net.finmath.finitedifference.solvers.adi

Class	Description
AbstractADI2D	Generic two-dimensional alternating direction implicit finite-difference solver.
AbstractADI2D.DoubleTernaryOperator	Functional interface for payoffs or obstacles depending on time and two state variables.
AbstractADI3D	Generic three-dimensional alternating direction implicit finite difference solver.
AbstractADI3D.DoubleQuaternaryOperator	This interface is needed for payoff depending explicitly on the time dimension and three state variables.
AbstractADI3D.DoubleTernaryOperator	Ternary payoff operator used for terminal conditions depending on three state variables.
ActivatedBarrierTrace2D	Immutable container for the activated post-hit value traced along the barrier as a function of the second state variable and time.
ADI2DStencilBuilder	Builds tridiagonal line matrices and exact directional operator actions for alternating direction implicit (ADI) solves for two-dimensional finite difference models.
ADI2DStencilBuilder.DirectionalCoefficients	Coefficients of the 1D three-point stencil
BarrierPDEMode	Identifies the PDE role of a barrier-oriented 2D ADI solver.
BarrierPreHitSpecification	Immutable specification for the pre-hit continuation PDE used in the direct 2D knock-in formulation.