Class FdmAmericanStepCondition

Hierarchy

StepCondition
- FdmAmericanStepCondition

Index

Constructors

constructor

Properties

Methods

applyTo

Constructors

constructor

new FdmAmericanStepCondition(mesher: FdmMesher, calculator: FdmInnerValueCalculator): FdmAmericanStepCondition

- Defined in ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.ts:12
Parameters
- mesher: FdmMesher
- calculator: FdmInnerValueCalculator
Returns FdmAmericanStepCondition

Properties

Private _calculator

_calculator: FdmInnerValueCalculator

Private _mesher

_mesher: FdmMesher

Methods

applyTo

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

Overrides StepCondition.applyTo
- Defined in ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.ts:19
Parameters
- a: Real[]
- t: Time
Returns void