Uses of Class
org.quantlib.FdmMesher

Uses of FdmMesher in org.quantlib

Subclasses of FdmMesher in org.quantlib

Modifier and Type	Class	Description
class	FdmMesherComposite

Methods in org.quantlib that return FdmMesher

Modifier and Type	Method	Description
FdmMesher	FdmSolverDesc.getMesher()

Methods in org.quantlib with parameters of type FdmMesher

Modifier and Type	Method	Description
protected static long	FdmMesher.getCPtr(FdmMesher 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 FdmMesher

Constructor	Description
Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity)
Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity, boolean localVol)
Fdm2dBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, double maturity, boolean localVol, double illegalLocalVolOverwrite)
FdmAffineG2ModelSwapInnerValue(G2 disModel, G2 fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
FdmAffineHullWhiteModelSwapInnerValue(HullWhite disModel, HullWhite fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
FdmAmericanStepCondition(FdmMesher mesher, FdmInnerValueCalculator calculator)
FdmArithmeticAverageCondition(DoubleVector averageTimes, double arg1, long pastFixings, FdmMesher mesher, long equityDirection)
FdmBatesOp(FdmMesher mesher, BatesProcess batesProcess, FdmBoundaryConditionSet bcSet, long integroIntegrationOrder)
FdmBatesOp(FdmMesher mesher, BatesProcess batesProcess, FdmBoundaryConditionSet bcSet, long integroIntegrationOrder, FdmQuantoHelper quantoHelper)
FdmBermudanStepCondition(DateVector exerciseDates, Date referenceDate, DayCounter dayCounter, FdmMesher mesher, FdmInnerValueCalculator calculator)
FdmBlackScholesFwdOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike)
FdmBlackScholesFwdOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol)
FdmBlackScholesFwdOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite)
FdmBlackScholesFwdOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction)
FdmBlackScholesOp(FdmMesher mesher, GeneralizedBlackScholesProcess process, double strike, boolean localVol, double illegalLocalVolOverwrite, long direction, FdmQuantoHelper quantoHelper)
FdmCellAveragingInnerValue(Payoff payoff, FdmMesher mesher, long direction)
FdmCellAveragingInnerValue(Payoff payoff, FdmMesher mesher, long direction, UnaryFunctionDelegate gridMapping)
FdmCEVOp(FdmMesher mesher, YieldTermStructure rTS, double f0, double alpha, double beta, long direction)
FdmDirichletBoundary(FdmMesher mesher, double valueOnBoundary, long direction, FdmBoundaryCondition.Side side)
FdmDiscountDirichletBoundary(FdmMesher mesher, YieldTermStructure rTS, double maturityTime, double valueOnBoundary, long direction, FdmBoundaryCondition.Side side)
FdmDividendHandler(DividendSchedule schedule, FdmMesher mesher, Date referenceDate, DayCounter dayCounter, long equityDirection)
FdmDupire1dOp(FdmMesher mesher, Array localVolatility)
FdmG2Op(FdmMesher mesher, G2 model, long direction1, long direction2)
FdmHestonFwdOp(FdmMesher mesher, HestonProcess process)
FdmHestonFwdOp(FdmMesher mesher, HestonProcess process, FdmSquareRootFwdOp.TransformationType type)
FdmHestonFwdOp(FdmMesher mesher, HestonProcess process, FdmSquareRootFwdOp.TransformationType type, LocalVolTermStructure leverageFct)
FdmHestonHullWhiteOp(FdmMesher mesher, HestonProcess hestonProcess, HullWhiteProcess hwProcess, double equityShortRateCorrelation)
FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess)
FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper)
FdmHestonOp(FdmMesher mesher, HestonProcess hestonProcess, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct)
FdmHullWhiteOp(FdmMesher mesher, HullWhite model, long direction)
FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol)
FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long direction)
FdmLogBasketInnerValue(BasketPayoff payoff, FdmMesher mesher)
FdmLogInnerValue(Payoff payoff, FdmMesher mesher, long direction)
FdmOrnsteinUhlenbeckOp(FdmMesher mesher, OrnsteinUhlenbeckProcess p, YieldTermStructure rTS)
FdmOrnsteinUhlenbeckOp(FdmMesher mesher, OrnsteinUhlenbeckProcess p, YieldTermStructure rTS, long direction)
FdmSabrOp(FdmMesher mesher, YieldTermStructure rTS, double f0, double alpha, double beta, double nu, double rho)
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)
FdmSquareRootFwdOp(FdmMesher mesher, double kappa, double theta, double sigma, long direction)
FdmSquareRootFwdOp(FdmMesher mesher, double kappa, double theta, double sigma, long direction, FdmSquareRootFwdOp.TransformationType type)
FdmTimeDepDirichletBoundary(FdmMesher mesher, UnaryFunctionDelegate function, long direction, FdmBoundaryCondition.Side side)
FdmZabrOp(FdmMesher mesher, double beta, double nu, double rho, double gamma)
FirstDerivativeOp(long direction, FdmMesher mesher)
NinePointLinearOp(long d0, long d1, FdmMesher mesher)
NthOrderDerivativeOp(long direction, long order, int nPoints, FdmMesher mesher)
SecondDerivativeOp(long direction, FdmMesher mesher)
SecondOrderMixedDerivativeOp(long d0, long d1, FdmMesher mesher)
TripleBandLinearOp(long direction, FdmMesher mesher)