Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/methods/finitedifferences/pdeshortrate"
PdeShortRate
Class PdeShortRate
Hierarchy
PdeSecondOrderParabolic
PdeShortRate
Implements
pde
Index
Type aliases
argument_
type
grid_
type
Constructors
constructor
Properties
_dynamics
Methods
diffusion
discount
drift
generate
Operator
Type aliases
Static
argument_
type
argument_
type
:
ShortRateDynamics
Static
grid_
type
grid_
type
:
TransformedGrid
Constructors
constructor
new
Pde
Short
Rate
(
d
:
argument_type
)
:
PdeShortRate
Parameters
d:
argument_type
Returns
PdeShortRate
Properties
Private
_dynamics
_dynamics
:
argument_type
Methods
diffusion
diffusion
(
t
:
Time
, x
:
Real
)
:
Real
Parameters
t:
Time
x:
Real
Returns
Real
discount
discount
(
t
:
Time
, x
:
Real
)
:
Real
Parameters
t:
Time
x:
Real
Returns
Real
drift
drift
(
t
:
Time
, x
:
Real
)
:
Real
Parameters
t:
Time
x:
Real
Returns
Real
generate
Operator
generate
Operator
(
t
:
Time
, tg
:
TransformedGrid
, L
:
TridiagonalOperator
)
:
void
Parameters
t:
Time
tg:
TransformedGrid
L:
TridiagonalOperator
Returns
void
Globals
"ql/methods/finitedifferences/pdeshortrate"
Pde
Short
Rate
argument_
type
grid_
type
constructor
_dynamics
diffusion
discount
drift
generate
Operator