FeynmanKac.SetTimeDependence Method

FeynmanKacSetTimeDependence Method

Sets the time dependence of the coefficients, boundary conditions and function $\phi$ in the Feynman Kac equation.

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

Syntax

public void SetTimeDependence(
	bool[] timeFlag
)

Public Sub SetTimeDependence ( 
	timeFlag As Boolean()
)

public:
void SetTimeDependence(
	array<bool>^ timeFlag
)

member SetTimeDependence : 
        timeFlag : bool[] -> unit

Parameters

timeFlag

Type: SystemBoolean
A bool vector of length 7 indicating time dependencies in the Feynman-Kac PDE.

Index	Time dependency of
0	$\sigma'$
1	$\sigma$
2	$\mu$
3	$\kappa$
4	Left boundary conditions
5	Right boundary conditions
6	$\phi$

Remarks

timeFlag[i] = true indicates that the associated value is time-dependent, timeFlag[i] = false indicates that the associated value is time-independent.

Default: timeFlag[i] = false for $i=0,\ldots,6$ .

Reference

FeynmanKac Class

Imsl.Math Namespace