Uses of Class
org.drip.xva.pde.BurgardKjaerOperator

Packages that use BurgardKjaerOperator

Package	Description
org.drip.xva.pde	Burgard Kjaer PDE Evolution Scheme

Uses of BurgardKjaerOperator in org.drip.xva.pde

Methods in org.drip.xva.pde with parameters of type BurgardKjaerOperator

Modifier and Type	Method	Description
EvolutionTrajectoryEdge	TrajectoryEvolutionScheme.eulerWalk(MarketEdge marketEdge, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Execute a Single Euler Time Step Walk
EvolutionTrajectoryEdge[]	TrajectoryEvolutionScheme.eulerWalk(MarketVertex[] marketVertexArray, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Execute a Sequential Array of Euler Time Step Walks