Class FdmArithmeticAverageCondition

Hierarchy

StepCondition
- FdmArithmeticAverageCondition

Index

Constructors

constructor

Properties

Methods

applyTo

Constructors

constructor

new FdmArithmeticAverageCondition(averageTimes: Time[], z: Real, pastFixings: Size, mesher: FdmMesher, equityDirection: Size): FdmArithmeticAverageCondition

- Defined in ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.ts:10
Parameters
- averageTimes: Time[]
- z: Real
- pastFixings: Size
- mesher: FdmMesher
- equityDirection: Size
Returns FdmArithmeticAverageCondition

Properties

Private _a

_a: Real[]

Private _averageTimes

_averageTimes: Time[]

Private _equityDirection

_equityDirection: Size

Private _mesher

_mesher: FdmMesher

Private _pastFixings

_pastFixings: Size

Private _x

_x: Real[]

Methods

applyTo

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

Overrides StepCondition.applyTo
- Defined in ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.ts:42
Parameters
- a: Real[]
- t: Time
Returns void