Uses of Package
org.drip.fdm.definition
| Package | Description |
|---|---|
| org.drip.fdm.cranknicolson |
Finite Difference Crank-Nicolson Discretizer
|
| org.drip.fdm.definition |
Finite Difference PDE Evolver Schemes
|
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Classes in org.drip.fdm.definition used by org.drip.fdm.cranknicolson Class Description EvolutionGrid1D EvolutionGrid1D maintains the Time and Factor Predictor Grids R1 State Response Evolution.R1EvolutionSnapshot R1EvolutionSnapshot maintains the time Snapshots for R1 State Factor Space Evolution. -
Classes in org.drip.fdm.definition used by org.drip.fdm.definition Class Description Diffusion1DPDE Diffusion1DPDE implements the Evolution of R1 State Factor Space Response using the Diffusion PDE.EvolutionGrid1D EvolutionGrid1D maintains the Time and Factor Predictor Grids R1 State Response Evolution.R1StateResponseSnapshot R1StateResponseSnapshot maintains the R1 State Factor Space Snapshot.SecondOrder1DNumericalEvolver SecondOrder1DNumericalEvolver implements key Second Order Finite Difference Schemes for R1 State Factor Space Evolution.SecondOrder1DPDE SecondOrder1DPDE implements the Evolution of R1 State Factor Space Response using a Second Order PDE.