Uses of Interface
net.finmath.finitedifference.solvers.FDMSolver

Packages that use FDMSolver

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

Uses of FDMSolver in net.finmath.finitedifference.solvers

Classes in net.finmath.finitedifference.solvers that implement FDMSolver

Modifier and Type	Class	Description
class	FDMThetaMethod1D	Theta-method solver for a one-dimensional PDE in state-variable form.
class	FDMThetaMethod1DJump	Theta-method solver for a one-dimensional PIDE with an explicit jump term.
class	FDMThetaMethod1DTwoState	Direct two-state theta-method solver for 1D knock-in barrier-style products.
class	FDMThetaMethod2D	Theta-method solver for two-dimensional PDEs in state-variable form.

Methods in net.finmath.finitedifference.solvers that return FDMSolver

Modifier and Type	Method	Description
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, net.finmath.finitedifference.solvers.adi.BarrierPDEMode barrierMode, net.finmath.finitedifference.solvers.adi.BarrierPreHitSpecification preHitSpecification)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, Exercise exercise)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, Exercise exercise, net.finmath.finitedifference.solvers.adi.BarrierPDEMode barrierMode, net.finmath.finitedifference.solvers.adi.BarrierPreHitSpecification preHitSpecification)	Performs the operation.