Class FdmSolverDesc

Hierarchy

FdmSolverDesc

Index

Constructors

constructor

Properties

Constructors

constructor

new FdmSolverDesc(mesher: FdmMesher, bcSet: FdmBoundaryConditionSet, condition: FdmStepConditionComposite, calculator: FdmInnerValueCalculator, maturity: Time, timeSteps: Size, dampingSteps: Size): FdmSolverDesc

- Defined in ql/methods/finitedifferences/solvers/fdmsolverdesc.ts:11
Parameters
- mesher: FdmMesher
- bcSet: FdmBoundaryConditionSet
- condition: FdmStepConditionComposite
- calculator: FdmInnerValueCalculator
- maturity: Time
- timeSteps: Size
- dampingSteps: Size
Returns FdmSolverDesc

Properties

bcSet

bcSet: FdmBoundaryConditionSet

calculator

calculator: FdmInnerValueCalculator

condition

condition: FdmStepConditionComposite

dampingSteps

dampingSteps: Size

maturity

maturity: Time

mesher

mesher: FdmMesher

timeSteps

timeSteps: Size