Class CraigSneydScheme

Hierarchy

CraigSneydScheme

Index

Constructors

constructor

Properties

Methods

setStep
step

Constructors

constructor

new CraigSneydScheme(theta: Real, mu: Real, map: FdmLinearOpComposite, bcSet?: bc_set<FdmLinearOp>): CraigSneydScheme

- Defined in ql/methods/finitedifferences/schemes/craigsneydscheme.ts:14
Parameters
- theta: Real
- mu: Real
- map: FdmLinearOpComposite
- Default value bcSet: bc_set<FdmLinearOp> = null
Returns CraigSneydScheme

Properties

Protected _bcSet

_bcSet: BoundaryConditionSchemeHelper

Protected _dt

_dt: Time

Protected _map

_map: FdmLinearOpComposite

Protected _mu

_mu: Real

Protected _theta

_theta: Real

Methods

setStep

setStep(dt: Time): void

- Defined in ql/methods/finitedifferences/schemes/craigsneydscheme.ts:68
Parameters
- dt: Time
Returns void

step

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

- Defined in ql/methods/finitedifferences/schemes/craigsneydscheme.ts:25
Parameters
- a: Real[]
- t: Time
Returns void