Class FdmLogInnerValue

Hierarchy

FdmInnerValueCalculator
- FdmLogInnerValue

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new FdmLogInnerValue(payoff: Payoff, mesher: FdmMesher, direction: Size): FdmLogInnerValue

- Defined in ql/methods/finitedifferences/utilities/fdminnervaluecalculator.ts:25
Parameters
- payoff: Payoff
- mesher: FdmMesher
- direction: Size
Returns FdmLogInnerValue

Properties

Private _avgInnerValues

_avgInnerValues: Real[] = []

Private _direction

_direction: Size

Private _mesher

_mesher: FdmMesher

Private _payoff

_payoff: Payoff

Methods

avgInnerValue

avgInnerValue(iter: FdmLinearOpIterator, t: Time): Real

Overrides FdmInnerValueCalculator.avgInnerValue
- Defined in ql/methods/finitedifferences/utilities/fdminnervaluecalculator.ts:38
Parameters
- iter: FdmLinearOpIterator
- t: Time
Returns Real

Private avgInnerValueCalc

avgInnerValueCalc(iter: FdmLinearOpIterator, t: Time): Real

- Defined in ql/methods/finitedifferences/utilities/fdminnervaluecalculator.ts:61
Parameters
- iter: FdmLinearOpIterator
- t: Time
Returns Real

innerValue

innerValue(iter: FdmLinearOpIterator, t: Time): Real

Overrides FdmInnerValueCalculator.innerValue
- Defined in ql/methods/finitedifferences/utilities/fdminnervaluecalculator.ts:33
Parameters
- iter: FdmLinearOpIterator
- t: Time
Returns Real