Uses of Interface
net.finmath.finitedifference.solvers.TwoStateActiveBoundaryProvider
Packages that use TwoStateActiveBoundaryProvider
Package
Description
Package net.finmath.finitedifference.solvers.
-
Uses of TwoStateActiveBoundaryProvider in net.finmath.finitedifference.solvers
Constructors in net.finmath.finitedifference.solvers with parameters of type TwoStateActiveBoundaryProviderModifierConstructorDescriptionFDMThetaMethod1DTwoState(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceOneDimensionalKnockInProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, TwoStateActiveBoundaryProvider activeBoundaryProvider) Creates a direct two-state theta-method solver for one-dimensional knock- in products.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.