Examples of com.opengamma.analytics.financial.model.finitedifference.CoupledPDEDataBundle


    final double kMax = grid.getSpaceNode(grid.getNumSpaceNodes() - 1);


    final BoundaryCondition upper = new NeumannBoundaryCondition(0, kMax, false);


    final CoupledPDEDataBundle d1 = new CoupledPDEDataBundle(_data[0], _initalCond1, lower1, upper, grid);
    final CoupledPDEDataBundle d2 = new CoupledPDEDataBundle(_data[1], _initalCond2, lower2, upper, grid);


    final CoupledFiniteDifference solver = new CoupledFiniteDifference(theta, true);
    final PDEResults1D[] res = solver.solve(d1, d2);
    final PDEFullResults1D res1 = (PDEFullResults1D) res[0];
    final PDEFullResults1D res2 = (PDEFullResults1D) res[1];

    final BoundaryCondition lower = new NeumannBoundaryCondition(0.0, grid.getSpaceNode(0), true);
    //BoundaryCondition lower = new DirichletBoundaryCondition(0.0, grid.getSpaceNode(0));//TODO for beta < 0.5 zero is accessible and thus there will be non-zero 
    //density there
    final BoundaryCondition upper = new DirichletBoundaryCondition(0.0, grid.getSpaceNode(grid.getNumSpaceNodes() - 1));


    CoupledPDEDataBundle d1 = new CoupledPDEDataBundle(_data1, _initCon11, lower, upper, grid);
    CoupledPDEDataBundle d2 = new CoupledPDEDataBundle(_data2, _initCon12, lower, upper, grid);


    final CoupledFiniteDifference solver = new CoupledFiniteDifference(THETA, true);
    final PDEResults1D[] res = solver.solve(d1, d2);
    //handle this with generics  
    final PDEFullResults1D res1 = (PDEFullResults1D) res[0];

Related Classes of com.opengamma.analytics.financial.model.finitedifference.CoupledPDEDataBundle

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