Class FdmSimpleProcess1dMesher

Hierarchy

Fdm1dMesher
- FdmSimpleProcess1dMesher

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new FdmSimpleProcess1dMesher(size: Size, process: StochasticProcess1D, maturity: Time, tAvgSteps?: Size, eps?: Real, mandatoryPoint?: Real): FdmSimpleProcess1dMesher

- Defined in ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.ts:12
Parameters
- size: Size
- process: StochasticProcess1D
- maturity: Time
- Default value tAvgSteps: Size = 10
- Default value eps: Real = 0.0001
- Default value mandatoryPoint: Real = QL_NULL_REAL
Returns FdmSimpleProcess1dMesher

Properties

Protected _dminus

_dminus: Real[]

Protected _dplus

_dplus: Real[]

Protected _locations

_locations: Real[]

Methods

dminus

dminus(index: Size): Real

Inherited from Fdm1dMesher.dminus
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:22
Parameters
- index: Size
Returns Real

dplus

dplus(index: Size): Real

Inherited from Fdm1dMesher.dplus
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:19
Parameters
- index: Size
Returns Real

init

init(size: Size): Fdm1dMesher

Inherited from Fdm1dMesher.init
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:9
Parameters
- size: Size
Returns Fdm1dMesher

location

location(index: Size): Real

Inherited from Fdm1dMesher.location
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:25
Parameters
- index: Size
Returns Real

locations

locations(): Real[]

Inherited from Fdm1dMesher.locations
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:28
Returns Real[]

size

size(): Size

Inherited from Fdm1dMesher.size
- Defined in ql/methods/finitedifferences/meshers/fdm1dmesher.ts:16
Returns Size