Uses of Class
org.quantlib.FdmSolverDesc

Uses of FdmSolverDesc in org.quantlib

Methods in org.quantlib with parameters of type FdmSolverDesc

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

Constructors in org.quantlib with parameters of type FdmSolverDesc

Constructor	Description
Fdm1DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm2dBlackScholesSolver(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, FdmSolverDesc solverDesc)
Fdm2dBlackScholesSolver(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
Fdm2dBlackScholesSolver(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, boolean localVol)
Fdm2dBlackScholesSolver(GeneralizedBlackScholesProcess p1, GeneralizedBlackScholesProcess p2, double correlation, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite)
Fdm2DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm3DimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm4dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm5dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
Fdm6dimSolver(FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmLinearOpComposite op)
FdmG2Solver(G2 model, FdmSolverDesc solverDesc)
FdmG2Solver(G2 model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
FdmHestonHullWhiteSolver(HestonProcess hestonProcess, HullWhiteProcess hwProcess, double corrEquityShortRate, FdmSolverDesc solverDesc)
FdmHestonHullWhiteSolver(HestonProcess hestonProcess, HullWhiteProcess hwProcess, double corrEquityShortRate, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper)
FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct)
FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc)
FdmHullWhiteSolver(HullWhite model, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc)