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/stepconditions/fdmsimplestoragecondition"
FdmSimpleStorageCondition
Class FdmSimpleStorageCondition
Hierarchy
StepCondition
FdmSimpleStorageCondition
Index
Constructors
constructor
Properties
_calculator
_change
Rate
_exercise
Times
_mesher
_x
_y
Methods
apply
To
Constructors
constructor
new
Fdm
Simple
Storage
Condition
(
exerciseTimes
:
Time
[]
, mesher
:
FdmMesher
, calculator
:
FdmInnerValueCalculator
, changeRate
:
Real
)
:
FdmSimpleStorageCondition
Parameters
exerciseTimes:
Time
[]
mesher:
FdmMesher
calculator:
FdmInnerValueCalculator
changeRate:
Real
Returns
FdmSimpleStorageCondition
Properties
Private
_calculator
_calculator
:
FdmInnerValueCalculator
Private
_change
Rate
_change
Rate
:
Real
Private
_exercise
Times
_exercise
Times
:
Time
[]
Private
_mesher
_mesher
:
FdmMesher
Private
_x
_x
:
Real
[]
Private
_y
_y
:
Real
[]
Methods
apply
To
apply
To
(
a
:
Real
[]
, t
:
Time
)
:
void
Parameters
a:
Real
[]
t:
Time
Returns
void
Globals
"ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition"
Fdm
Simple
Storage
Condition
constructor
_calculator
_change
Rate
_exercise
Times
_mesher
_x
_y
apply
To