Module pde

Hierarchy

pde

Implemented by

Index

Type aliases

Functions

Methods

Type aliases

argument_type

argument_type: argument_type | argument_type

grid_type

grid_type: TransformedGrid | LogGrid

Functions

create_grid

create_grid(type: PdeType, grid: Real[]): grid_type

- Defined in ql/methods/finitedifferences/pde.ts:38
Parameters
- type: PdeType
- grid: Real[]
Returns grid_type

create_pde

create_pde(type: PdeType, process: argument_type): pde

- Defined in ql/methods/finitedifferences/pde.ts:27
Parameters
- type: PdeType
- process: argument_type
Returns pde

Methods

diffusion

diffusion(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pde.ts:19
Parameters
- t: Time
- x: Real
Returns Real

discount

discount(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pde.ts:22
Parameters
- t: Time
- x: Real
Returns Real

drift

drift(t: Time, x: Real): Real

- Defined in ql/methods/finitedifferences/pde.ts:20
Parameters
- t: Time
- x: Real
Returns Real

generateOperator

generateOperator(t: Time, tg: TransformedGrid, L: TridiagonalOperator): void

- Defined in ql/methods/finitedifferences/pde.ts:23
Parameters
- t: Time
- tg: TransformedGrid
- L: TridiagonalOperator
Returns void