Uses of Package
net.finmath.finitedifference.solvers

Packages that use net.finmath.finitedifference.solvers

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

Classes in net.finmath.finitedifference.solvers used by net.finmath.finitedifference.assetderivativevaluation.boundaries

Class	Description
TwoStateActiveBoundaryProvider	Provides the outer boundary values for the active regime in a two-state knock-in finite difference solver.

Classes in net.finmath.finitedifference.solvers used by net.finmath.finitedifference.assetderivativevaluation.products

Class	Description
FDMSolver	Interface for finite difference solvers.

Classes in net.finmath.finitedifference.solvers used by net.finmath.finitedifference.solvers

Class	Description
FDMSolver	Interface for finite difference solvers.
ThetaMethod1DAssembly.ModelCoefficients	Container for model coefficients on a one-dimensional grid in the deterministic-rate equity case.
TridiagonalMatrix	Data container representing a tridiagonal matrix by its three diagonals.
TwoStateActivationPolicy	Governs how barrier activation couples the inactive and active regimes in the direct one-dimensional two-state knock-in solver.
TwoStateActiveBoundaryProvider	Provides the outer boundary values for the active regime in a two-state knock-in finite difference solver.

Classes in net.finmath.finitedifference.solvers used by net.finmath.finitedifference.solvers.adi

Class	Description
FDMSolver	Interface for finite difference solvers.
TridiagonalMatrix	Data container representing a tridiagonal matrix by its three diagonals.