FeynmanKac.IPdeCoefficients Interface

Interface for computation of coefficients of the Feynman-Kac PDE.

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

Syntax

public interface IPdeCoefficients

Public Interface IPdeCoefficients

public interface class IPdeCoefficients

type IPdeCoefficients =  interface end

The FeynmanKac. IPdeCoefficients type exposes the following members.

Methods

	Name	Description
	Kappa	Returns the value of the $\kappa$ coefficient at the given point.
	Mu	Returns the value of the $\mu$ coefficient at the given point.
	Sigma	Returns the value of the $\sigma$ coefficient at the given point.
	SigmaPrime	Returns the value of $\sigma^\prime=\frac{\partial \sigma(x,t)}{\partial x}$ at the given point.