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FeynmanKac Properties

The FeynmanKac type exposes the following members.

Properties
  NameDescription
Public propertyGaussLegendreDegree
The number of quadrature points used in the Gauss-Legendre quadrature formula.
Public propertyInitialStepsize
The starting step size for the integration.
Public propertyMaximumBDFOrder
The maximum order of the backward differentiation formulas (BDF).
Public propertyMaximumStepsize
The maximum internal step size used by the integrator.
Public propertyMaxSteps
The maximum number of internal steps allowed.
Public propertyMethod
The step control method used in the integration of the Feynman-Kac PDE.
Public propertyTimeBarrier
Sets or returns the barrier used for integration in the time direction.
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