Uses of Class
org.quantlib.FdmBoundaryConditionSet

Uses of FdmBoundaryConditionSet in org.quantlib

Methods in org.quantlib that return FdmBoundaryConditionSet

Modifier and Type	Method	Description
FdmBoundaryConditionSet	FdmSolverDesc.getBcSet()

Methods in org.quantlib with parameters of type FdmBoundaryConditionSet

Modifier and Type	Method	Description
protected static long	FdmBoundaryConditionSet.getCPtr(FdmBoundaryConditionSet obj)
protected static long	FdmBoundaryConditionSet.swigRelease(FdmBoundaryConditionSet obj)

Constructors in org.quantlib with parameters of type FdmBoundaryConditionSet

Constructor	Description
CraigSneydScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol)
CrankNicolsonScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol, ImplicitEulerScheme.SolverType solverType)
DouglasScheme(double theta, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ExplicitEulerScheme(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
FdmBackwardSolver(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, FdmStepConditionComposite condition, FdmSchemeDesc schemeDesc)
FdmBatesOp(FdmMesher mesher, BatesProcess batesProcess, FdmBoundaryConditionSet bcSet, long integroIntegrationOrder)
FdmBatesOp(FdmMesher mesher, BatesProcess batesProcess, FdmBoundaryConditionSet bcSet, long integroIntegrationOrder, FdmQuantoHelper quantoHelper)
FdmBoundaryConditionSet(FdmBoundaryConditionSet other)
FdmSolverDesc(FdmMesher mesher, FdmBoundaryConditionSet bcSet, FdmStepConditionComposite condition, FdmInnerValueCalculator calculator, double maturity, long timeSteps, long dampingSteps)
HundsdorferScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ImplicitEulerScheme(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ImplicitEulerScheme(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol)
ImplicitEulerScheme(FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet, double relTol, ImplicitEulerScheme.SolverType solverType)
MethodOfLinesScheme(double eps, double relInitStepSize, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)
ModifiedCraigSneydScheme(double theta, double mu, FdmLinearOpComposite map, FdmBoundaryConditionSet bcSet)