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

Packages that use TwoStateActiveBoundaryProvider

Package	Description
net.finmath.finitedifference.assetderivativevaluation.boundaries	Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.

Uses of TwoStateActiveBoundaryProvider in net.finmath.finitedifference.assetderivativevaluation.boundaries

Classes in net.finmath.finitedifference.assetderivativevaluation.boundaries that implement TwoStateActiveBoundaryProvider

Modifier and Type	Class	Description
class	BachelierActiveBoundaryProvider	Active-state outer boundary provider for the direct two-state knock-in solver under a Bachelier-type equity model.
class	BlackScholesActiveBoundaryProvider	Active-state outer boundary provider for the direct two-state knock-in solver under a Black-Scholes-type equity model.
class	CevActiveBoundaryProvider	Active-state outer boundary provider for the direct two-state knock-in solver under a CEV-type equity model.

Methods in net.finmath.finitedifference.assetderivativevaluation.boundaries that return TwoStateActiveBoundaryProvider

Modifier and Type	Method	Description
static TwoStateActiveBoundaryProvider	ActiveBoundaryProviderFactory.createProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.

Uses of TwoStateActiveBoundaryProvider in net.finmath.finitedifference.solvers

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

Modifier	Constructor	Description
	FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider)	Creates a direct two-state theta-method solver for one-dimensional knock- in products.
	FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel model, FiniteDifferenceOneDimensionalKnockInProduct product, SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider, TwoStateActivationPolicy activationPolicy)	Creates a direct two-state theta-method solver with an explicit activation policy.