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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; }

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].
See Also