Class FiniteDifferenceModel

Generic finite difference model

Hierarchy

FiniteDifferenceModel

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new FiniteDifferenceModel(Evolver: any): FiniteDifferenceModel

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:16
Parameters
- Evolver: any
Returns FiniteDifferenceModel

Properties

Private _evolver

_evolver: any

Private _stoppingTimes

_stoppingTimes: Time[]

Methods

evolver

evolver(): any

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:44
Returns any

init1

init1(L: any, bcs: any, stoppingTimes?: Time[]): FiniteDifferenceModel

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:25
Parameters
- L: any
- bcs: any
- Default value stoppingTimes: Time[] = []
Returns FiniteDifferenceModel

init2

init2(stoppingTimes?: Time[]): FiniteDifferenceModel

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:36
Parameters
- Default value stoppingTimes: Time[] = []
Returns FiniteDifferenceModel

rollback

rollback(a: any[], from: Time, to: Time, steps: Size, condition?: StepCondition | StepConditionSet): void

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:48
Parameters
- a: any[]
- from: Time
- to: Time
- steps: Size
- Default value condition: StepCondition | StepConditionSet = null
Returns void

Private rollbackImpl

rollbackImpl(a: any[], from: Time, to: Time, steps: Size, condition: StepCondition | StepConditionSet): void

- Defined in ql/methods/finitedifferences/finitedifferencemodel.ts:55
Parameters
- a: any[]
- from: Time
- to: Time
- steps: Size
- condition: StepCondition | StepConditionSet
Returns void