Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/experimental/finitedifferences/fdmvppstepcondition"
FdmVPPStepCondition
Class FdmVPPStepCondition
Hierarchy
StepCondition
FdmVPPStepCondition
FdmVPPStartLimitStepCondition
Index
Constructors
constructor
Properties
_fuel
Cost
Addon
_gas
Price
_heat
Rate
_mesher
_n
States
_p
Max
_p
Min
_spark
Spread
Price
_start
UpFix
Cost
_start
UpFuel
_state
Direction
_state
Evolve
Fcts
_t
Min
Down
_t
Min
Up
Methods
apply
To
change
State
evolve
evolve
AtPMax
evolve
AtPMin
max
Value
n
States
Constructors
constructor
new
FdmVPPStep
Condition
(
params
:
FdmVPPStepConditionParams
, nStates
:
Size
, mesh
:
FdmVPPStepConditionMesher
, gasPrice
:
FdmInnerValueCalculator
, sparkSpreadPrice
:
FdmInnerValueCalculator
)
:
FdmVPPStepCondition
Parameters
params:
FdmVPPStepConditionParams
nStates:
Size
mesh:
FdmVPPStepConditionMesher
gasPrice:
FdmInnerValueCalculator
sparkSpreadPrice:
FdmInnerValueCalculator
Returns
FdmVPPStepCondition
Properties
Protected
_fuel
Cost
Addon
_fuel
Cost
Addon
:
Real
Protected
_gas
Price
_gas
Price
:
FdmInnerValueCalculator
Protected
_heat
Rate
_heat
Rate
:
Real
Protected
_mesher
_mesher
:
FdmMesher
Protected
_n
States
_n
States
:
Size
Protected
_p
Max
_p
Max
:
Real
Protected
_p
Min
_p
Min
:
Real
Protected
_spark
Spread
Price
_spark
Spread
Price
:
FdmInnerValueCalculator
Protected
_start
UpFix
Cost
_start
UpFix
Cost
:
Real
Protected
_start
UpFuel
_start
UpFuel
:
Real
Protected
_state
Direction
_state
Direction
:
Size
Protected
_state
Evolve
Fcts
_state
Evolve
Fcts
:
Array
<
UnaryFunction
<
Real
,
Real
>
>
Protected
_t
Min
Down
_t
Min
Down
:
Size
Protected
_t
Min
Up
_t
Min
Up
:
Size
Methods
apply
To
apply
To
(
a
:
Real
[]
, t
:
Time
)
:
void
Parameters
a:
Real
[]
t:
Time
Returns
void
change
State
change
State
(
gasPrice
:
Real
, state
:
Real
[]
, t
:
Time
)
:
Real
[]
Parameters
gasPrice:
Real
state:
Real
[]
t:
Time
Returns
Real
[]
evolve
evolve
(
iter
:
FdmLinearOpIterator
, t
:
Time
)
:
Real
Parameters
iter:
FdmLinearOpIterator
t:
Time
Returns
Real
evolve
AtPMax
evolve
AtPMax
(
sparkSpread
:
Real
)
:
Real
Parameters
sparkSpread:
Real
Returns
Real
evolve
AtPMin
evolve
AtPMin
(
sparkSpread
:
Real
)
:
Real
Parameters
sparkSpread:
Real
Returns
Real
max
Value
max
Value
(
states
:
Real
[]
)
:
Real
Parameters
states:
Real
[]
Returns
Real
n
States
n
States
(
)
:
Size
Returns
Size
Globals
"ql/experimental/finitedifferences/fdmvppstepcondition"
FdmVPPStep
Condition
constructor
_fuel
Cost
Addon
_gas
Price
_heat
Rate
_mesher
_n
States
_p
Max
_p
Min
_spark
Spread
Price
_start
UpFix
Cost
_start
UpFuel
_state
Direction
_state
Evolve
Fcts
_t
Min
Down
_t
Min
Up
apply
To
change
State
evolve
evolve
AtPMax
evolve
AtPMin
max
Value
n
States
FdmVPPStep
Condition
Mesher
FdmVPPStep
Condition
Params