Class PdeSecondOrderParabolic

Hierarchy

PdeSecondOrderParabolic

Implements

pde

Index

Methods

Methods

diffusion

diffusion(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pdesecondorderparabolic.ts:13
Parameters
- t: Time
- x: Real
Returns Real

discount

discount(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pdesecondorderparabolic.ts:19
Parameters
- t: Time
- x: Real
Returns Real

drift

drift(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pdesecondorderparabolic.ts:16
Parameters
- t: Time
- x: Real
Returns Real

generateOperator

generateOperator(t: Time, tg: TransformedGrid, L: TridiagonalOperator): void

- Defined in ql/methods/finitedifferences/pdesecondorderparabolic.ts:23
Parameters
- t: Time
- tg: TransformedGrid
- L: TridiagonalOperator
Returns void