Uses of Interface
com.imsl.math.FeynmanKac.Boundaries
Packages that use FeynmanKac.Boundaries
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Uses of FeynmanKac.Boundaries in com.imsl.math
Methods in com.imsl.math with parameters of type FeynmanKac.BoundariesModifier and TypeMethodDescriptionvoidFeynmanKac.computeCoefficients(int numLeftBounds, int numRightBounds, FeynmanKac.Boundaries pdeBounds, double[] xGrid, double[] tGrid) Determines the coefficients of the Hermite quintic splines that represent an approximate solution for the Feynman-Kac PDE.