Uses of Class
org.quantlib.FdmInnerValueCalculator

Uses of FdmInnerValueCalculator in org.quantlib

Subclasses of FdmInnerValueCalculator in org.quantlib

Modifier and Type	Class	Description
class	FdmAffineG2ModelSwapInnerValue
class	FdmAffineHullWhiteModelSwapInnerValue
class	FdmCellAveragingInnerValue
class	FdmInnerValueCalculatorProxy
class	FdmLogBasketInnerValue
class	FdmLogInnerValue
class	FdmZeroInnerValue

Methods in org.quantlib that return FdmInnerValueCalculator

Modifier and Type	Method	Description
FdmInnerValueCalculator	FdmSolverDesc.getCalculator()

Methods in org.quantlib with parameters of type FdmInnerValueCalculator

Modifier and Type	Method	Description
protected static long	FdmInnerValueCalculator.getCPtr(FdmInnerValueCalculator obj)
static FdmStepConditionComposite	FdmStepConditionComposite.vanillaComposite(DividendSchedule schedule, Exercise exercise, FdmMesher mesher, FdmInnerValueCalculator calculator, Date refDate, DayCounter dayCounter)

Constructors in org.quantlib with parameters of type FdmInnerValueCalculator

Constructor	Description
FdmAmericanStepCondition(FdmMesher mesher, FdmInnerValueCalculator calculator)
FdmBermudanStepCondition(DateVector exerciseDates, Date referenceDate, DayCounter dayCounter, FdmMesher mesher, FdmInnerValueCalculator calculator)
FdmSimpleStorageCondition(DoubleVector exerciseTimes, FdmMesher mesher, FdmInnerValueCalculator calculator, double changeRate)
FdmSimpleSwingCondition(DoubleVector exerciseTimes, FdmMesher mesher, FdmInnerValueCalculator calculator, long swingDirection)
FdmSimpleSwingCondition(DoubleVector exerciseTimes, FdmMesher mesher, FdmInnerValueCalculator calculator, long swingDirection, long minExercises)
FdmSolverDesc(FdmMesher mesher, FdmBoundaryConditionSet bcSet, FdmStepConditionComposite condition, FdmInnerValueCalculator calculator, double maturity, long timeSteps, long dampingSteps)