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

Packages that use TwoStateActivationPolicy

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

Uses of TwoStateActivationPolicy in net.finmath.finitedifference.solvers

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

Modifier and Type	Class	Description
class	ContinuationActivationPolicy	Activation policy for two-state finite-difference products in which the active regime continues with its own continuation value once the barrier event has occurred.
class	ImmediateCashActivationPolicy	Activation policy for two-state finite-difference products with immediate cash settlement upon barrier activation.

Constructors in net.finmath.finitedifference.solvers with parameters of type TwoStateActivationPolicy

Modifier	Constructor	Description
	FDMThetaMethod1DTwoState(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceOneDimensionalKnockInProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider, TwoStateActivationPolicy activationPolicy)	Creates a direct two-state theta-method solver with an explicit activation policy.