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quantlib.js
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"ql/experimental/finitedifferences/fdsimpleextoustorageengine"
FdmStorageValue
Class FdmStorageValue
Hierarchy
FdmInnerValueCalculator
FdmStorageValue
Index
Constructors
constructor
Properties
_mesher
Methods
avg
Inner
Value
inner
Value
Constructors
constructor
new
Fdm
Storage
Value
(
mesher
:
FdmMesher
)
:
FdmStorageValue
Parameters
mesher:
FdmMesher
Returns
FdmStorageValue
Properties
Private
_mesher
_mesher
:
FdmMesher
Methods
avg
Inner
Value
avg
Inner
Value
(
iter
:
FdmLinearOpIterator
, t
:
Time
)
:
Real
Parameters
iter:
FdmLinearOpIterator
t:
Time
Returns
Real
inner
Value
inner
Value
(
iter
:
FdmLinearOpIterator
, t
:
Time
)
:
Real
Parameters
iter:
FdmLinearOpIterator
t:
Time
Returns
Real
Globals
"ql/experimental/finitedifferences/fdsimpleextoustorageengine"
Fd
Simple
ExtOUStorage
Engine
Fdm
Storage
Value
constructor
_mesher
avg
Inner
Value
inner
Value