FeynmanKac.TimeBarrier Property

FeynmanKacTimeBarrier Property

Sets or returns the barrier used for integration in the time direction.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double TimeBarrier { get; set; }

Public Property TimeBarrier As Double
	Get
	Set

public:
property double TimeBarrier {
	double get ();
	void set (double value);
}

member TimeBarrier : float with get, set

Property Value

Type: Double
A double scalar, the time point beyond which the integrator should not integrate.

Default: TimeBarrier = tGrid[tGrid.Length-1].

Remarks

This time barrier controls whether the integrator should integrate in the time direction beyond a special point, TimeBarrier, and then interpolate to get the Hermite quintic spline coefficients and its derivatives at the points in tGrid. It is required that TimeBarrier be greater than or equal to tGrid[tGrid.Length-1].

Reference

FeynmanKac Class

Imsl.Math Namespace