Class FdmSchemeWrapper

Hierarchy

FdmScheme
- FdmSchemeWrapper

Index

Constructors

constructor

Properties

_scheme

Methods

setStep
step

Constructors

constructor

new FdmSchemeWrapper(scheme: any): FdmSchemeWrapper

- Defined in ql/experimental/models/hestonslvfdmmodel.ts:578
Parameters
- scheme: any
Returns FdmSchemeWrapper

Properties

Private _scheme

_scheme: any

Methods

setStep

setStep(dt: Time): void

Overrides FdmScheme.setStep
- Defined in ql/experimental/models/hestonslvfdmmodel.ts:588
Parameters
- dt: Time
Returns void

step

step(a: Real[], t: Time): void

Overrides FdmScheme.step
- Defined in ql/experimental/models/hestonslvfdmmodel.ts:585
Parameters
- a: Real[]
- t: Time
Returns void