Class FdmStepConditionComposite

Hierarchy

StepCondition
- FdmStepConditionComposite

Index

Type aliases

Conditions

Constructors

constructor

Properties

Methods

Type aliases

Static Conditions

Conditions: StepCondition[]

Constructors

constructor

new FdmStepConditionComposite(stoppingTimes: Time[][], conditions: StepCondition[]): FdmStepConditionComposite

- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:18
Parameters
- stoppingTimes: Time[][]
- conditions: StepCondition[]
Returns FdmStepConditionComposite

Properties

Private _conditions

_conditions: StepCondition[]

Private _stoppingTimes

_stoppingTimes: Time[]

Methods

applyTo

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

Overrides StepCondition.applyTo
- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:32
Parameters
- a: Real[]
- t: Time
Returns void

conditions

conditions(): StepCondition[]

- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:42
Returns StepCondition[]

stoppingTimes

stoppingTimes(): Time[]

- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:38
Returns Time[]

Static joinConditions

joinConditions(c1: FdmSnapshotCondition, c2: FdmStepConditionComposite): FdmStepConditionComposite

- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:46
Parameters
- c1: FdmSnapshotCondition
- c2: FdmStepConditionComposite
Returns FdmStepConditionComposite

Static vanillaComposite

vanillaComposite(cashFlow: DividendSchedule, exercise: Exercise, mesher: FdmMesher, calculator: FdmInnerValueCalculator, refDate: Date, dayCounter: DayCounter): FdmStepConditionComposite

- Defined in ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.ts:60
Parameters
- cashFlow: DividendSchedule
- exercise: Exercise
- mesher: FdmMesher
- calculator: FdmInnerValueCalculator
- refDate: Date
- dayCounter: DayCounter
Returns FdmStepConditionComposite