Uses of Interface
net.finmath.modelling.Exercise

Packages that use Exercise

Package	Description
net.finmath.finitedifference.solvers	Package net.finmath.finitedifference.solvers.
net.finmath.modelling	Provides interface separating models and products.

Uses of Exercise in net.finmath.finitedifference.solvers

Methods in net.finmath.finitedifference.solvers with parameters of type Exercise

Modifier and Type	Method	Description
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, net.finmath.finitedifference.solvers.adi.BarrierPDEMode barrierMode, net.finmath.finitedifference.solvers.adi.BarrierPreHitSpecification preHitSpecification)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, Exercise exercise)	Performs the operation.
static FDMSolver	FDMSolverFactory.createSolver(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, Exercise exercise, net.finmath.finitedifference.solvers.adi.BarrierPDEMode barrierMode, net.finmath.finitedifference.solvers.adi.BarrierPreHitSpecification preHitSpecification)	Performs the operation.

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

Modifier	Constructor	Description
	FDMThetaMethod1D(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1D(net.finmath.finitedifference.FiniteDifferenceModel model, net.finmath.finitedifference.FiniteDifferenceProduct<? extends net.finmath.finitedifference.FiniteDifferenceModel> product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1D(net.finmath.finitedifference.interestrate.models.FiniteDifferenceInterestRateModel model, net.finmath.finitedifference.interestrate.products.FiniteDifferenceInterestRateProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a theta-method finite-difference solver for a one-dimensional backward PDE.
	FDMThetaMethod1DJump(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a one-dimensional theta-method PIDE solver with explicit jump term.
	FDMThetaMethod1DJump(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise, int quadraturePointsPerSide)	Creates a one-dimensional theta-method PIDE solver with explicit jump term.
	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)	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.
	FDMThetaMethod2D(net.finmath.finitedifference.assetderivativevaluation.models.FiniteDifferenceEquityModel model, net.finmath.finitedifference.assetderivativevaluation.products.FiniteDifferenceEquityProduct product, net.finmath.finitedifference.grids.SpaceTimeDiscretization spaceTimeDiscretization, Exercise exercise)	Creates a two-dimensional theta-method finite-difference solver.

Uses of Exercise in net.finmath.modelling

Classes in net.finmath.modelling that implement Exercise

Modifier and Type	Class	Description
class	AbstractExercise	Base class for exercise specifications.
class	AmericanExercise	American exercise: continuous exercise on an interval.
class	BermudanExercise	Bermudan exercise: exercise allowed only on a finite set of dates.
class	EuropeanExercise	European exercise: exercise only at maturity.