- java.lang.Object
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- org.quantlib.Fdm2DimSolver
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class Fdm2DimSolver extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedFdm2DimSolver(long cPtr, boolean cMemoryOwn)Fdm2DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()doublederivativeX(double x, double y)doublederivativeXX(double x, double y)doublederivativeXY(double x, double y)doublederivativeY(double x, double y)doublederivativeYY(double x, double y)protected voidfinalize()protected static longgetCPtr(Fdm2DimSolver obj)doubleinterpolateAt(double x, double y)protected voidswigSetCMemOwn(boolean own)doublethetaAt(double x, double y)
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Constructor Detail
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Fdm2DimSolver
protected Fdm2DimSolver(long cPtr, boolean cMemoryOwn)
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Fdm2DimSolver
public Fdm2DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
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Method Detail
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getCPtr
protected static long getCPtr(Fdm2DimSolver obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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interpolateAt
public double interpolateAt(double x, double y)
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thetaAt
public double thetaAt(double x, double y)
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derivativeX
public double derivativeX(double x, double y)
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derivativeY
public double derivativeY(double x, double y)
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derivativeXX
public double derivativeXX(double x, double y)
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derivativeYY
public double derivativeYY(double x, double y)
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derivativeXY
public double derivativeXY(double x, double y)
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