Uses of Class
net.finmath.finitedifference.solvers.ThetaMethod1DAssembly.ModelCoefficients
Packages that use ThetaMethod1DAssembly.ModelCoefficients
Package
Description
Package net.finmath.finitedifference.solvers.
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Uses of ThetaMethod1DAssembly.ModelCoefficients in net.finmath.finitedifference.solvers
Methods in net.finmath.finitedifference.solvers that return ThetaMethod1DAssembly.ModelCoefficientsModifier and TypeMethodDescriptionThetaMethod1DAssembly.buildModelCoefficients(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, double[] xGrid, double time) Compatibility method for equity-only solvers with deterministic discounting.